(redirected from At-the-money)
Also found in: Financial.
ATMAutomated Teller Machine
ATMAsynchronous Transfer Mode (broadband switching and transmission technology)
ATMAutomatic Teller Machine
ATMAir Traffic Management
ATMAwareness Through Movement (Feldenkrais Method of Somatic Education)
ATMAt The Moment
ATMAdobe Type Manager
ATMArabian Travel Market
ATMAzienda Trasporti Milanesi (Milano, Italy)
ATMAtaxia Telangiectasia Mutated (gene)
ATMAt the Movies
ATMAt-The-Money (options trading)
ATMAssociation of Teachers of Mathematics
ATMTexas A&M University (logo)
ATMA Thousand Miles (Vanessa Carlton song)
ATMAdvanced Traffic Management
ATMAnything That Moves
ATMAccess to Music (UK music education organization)
ATMAccording to Me
ATMAutoritat del Transport Metropolita (Spain)
ATMAround The Moon (soccer maneuver)
ATMA Toda Maquina (Spanish: Full Steam Ahead; Mexican film)
ATMApollo Telescope Mount
ATMAnti-Tank Missile
ATMAmericans for Transportation Mobility
ATMArmy Ten-Miler
ATMAir Traffic Manager
ATMAirborne Topographic Mapper
ATMAtmosphere of Pressure
ATMAdvanced Toastmaster (formerly Able Toastmaster)
ATMAte Too Much
ATMAgainst the Mainstream
ATMAmateur Telescope Maker(ing)
ATMAny Time Money (aka All Time Money)
ATMApplication Traffic Management
ATMAngkatan Tentera Malaysia (Malaysian Armed Forces)
ATMArticulación Temporo-Mandibular (Spanish)
ATMArticolazione Temporo Mandibolare (Italian: Tempomandibular Articulation)
ATMAtomic Testing Museum (Nevada Test Site Historical Foundation)
ATMASEAN Transport Ministers
ATMAnother Task Manager
ATMAtmospheric Transport Model
ATMAfter These Messages (ezine)
ATMAssociation Tunisienne des Mères (Tunisian Mother's Association)
ATMAirborne Thematic Mapper
ATMAnnual Technical Meeting
ATMAir Turbine Motor
ATMAlternative To Money
ATMAddicted To Music
ATMAir Transportation Management
ATMAircrew Training Manual
ATMAir Transport Movement
ATMAbstract Test Method (ISO 9646-1)
ATMAssociation of Texas Midwives
ATMAbstinence 'Till Marriage
ATMAll Time Money (aka Any Time Money)
ATMAlternative Test Method (ITU-T)
ATMAzienda Trasporti e Mobilità
ATMAssembly, Test, & Manufacturing
ATMAutomated Theorem Prover
ATMAdvanced Trauma Management
ATMAmerican Turf Monthly
ATMAir Training Missile
ATMAutorail Touristique du Minervois (French: Minervois Railcar Tourism; Minervois, France)
ATMAir Tasking Message
ATMAble Toast Master (now Advanced Toastmaster)
ATMAntitactical Missile
ATMAutonomous Trade Measures
ATMAzienda Tramviaria Municipale
ATMAssociazione Trevisani nel Mondo (Treviso, Italy)
ATMAssessoria Técnica de Mercado Ltda.
ATMAutomatic Touchdown Machine (football slang)
ATMAcceptance Test Manual
ATMAir Target Materials
ATMAir Targeting Mode (military radar)
ATMAn Teanga Mharthanach (Irish)
ATMAndrew Test Martin (wrestler)
ATMAcetone Toluene Methanol
ATMAssociation des Tondeurs de Moutons (French: Association of Sheep Shearers)
ATMAutomatic Ticketing Machine (airline industry)
ATMArea Training Manager (various organizations)
ATMassign traffic metering (US DoD)
ATMAcoustic Telemetry Modem (oceanography)
ATMAnnuaire des Thèses en Mathematiques
ATMAssistant Trainmaster
ATMAtmospheric Camp
ATMAdvanced Testing Mode
ATMAerosol Trajectory Model
ATMAirlines of Tasmania, Australia (ICAO code)
ATMAcrobat Type Manager
ATMAgilent Technologies Malaysia
ATMAuxiliary Transport Module
ATMAdjustable Trigger Mechanism (firearms)
ATMAdvanced TEMPEST Microcomputer
ATMAdvanced Test Module
ATMApplying the Mathematics (UCSMC Math Textbooks)
ATMAdvanced Testing Method
ATMArea Telecommunications Manager (government personnel responsible for telecommunications in a specific region)
ATMAtmospheric Transmission at Microwave Frequency
ATMAccount Technical Manager
ATMAssociation of Textile Manufacturers
ATMAdvanced Traffic Mapping
ATMAutomatic Test Methods
ATMApplied Tomography Experiment
ATMAutomatic Time Management
ATMAutomatic Track Management
ATMAutomatic Track Merge heuristic
ATMCircuit Actuation Test Mode
ATMAgency & Transaction Management
ATMAnjungan Tunai Mandiri (Indonesian: Automated Teller Machine)
ATMAutomatic Term Mapping (Pubmed; US NIH)
ATMAzhagiya Tamil Magan (Indian film)
ATMAlternative Transportation Modes (Collier County, Florida)
ATMAutomated TeleMedicine, Inc. (San Diego, CA)
ATMAdipose Tissue Mass
ATMActivity Tracking Manager (software)
ATMAIDS, Tuberculosis and Malaria (various organizations)
References in periodicals archive ?
Gamma is the second derivative of the option's value with respect to the underlying, Atm_dev is the absolute value of the deviation from at-the-money calculated as [absolute equal to [S/K - 1]] 1 for calls and [absolute equal to [K/S - 1]] for puts, Maturity is the time to expiration in years, and Volume is the number of contracts traded each day.
E] + D, the firm value for which the option is at-the-money.
Whaley (1993) improved on this implied volatility index, by creating an at-the-money volatility index with a constant 30 calendar-day time to maturity.
Even though most employee stock options are granted at-the-money and so have zero intrinsic value (that is, market price minus exercise price), they have positive value at the grant date because of the volatility value of the option.
exercise price of an at-the-money option should presumably be based on
Finally, we consider a market model for volatility risks in which the at-the-money implied volatility is a state variable.
123(R), Share-Based Payment, at-the-money options, with an exercise price equal to the market price on the grant date, were the most popular form of share-based compensation.
The NSO was at-the-money, immediately exercisable and had no readily ascertainable FMV for purposes of Regs.
Estimates of Unscheduled *, At-the-Money ** Grants Backdated About 235 of all at-the-money options before the Sarbanes-Oxley Act were backdated or manipulated; 10% after SOX.
They identify a realistic calibration of the model that simultaneously matches the empirical properties of dividends, the equity premium, the prices of both at-the-money and deep out-of-the-money puts, and the level of the risk-free rate.
Instead, Bates (1996) approximates the relation between the BS IV and expected variance until expiry with a Taylor series expansion of the BS price for an at-the-money option.