FAQ: What are the rules defining the setting of strike intervals for a new option series? | Tase Site

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What are the rules defining the setting of strike intervals for a new option series?

ASE sets strike prices for FX options as follows:

A Call and a Put with a strike equal to the representative FX rate.
A variable number of strike prices are opened at intervals of 10% in either side of the representative FX rate.
A call option with strike price equal to 1 NIS, also called C(001).

The interval between strike prices is 10 Agorot (NIS 1/100).

A detailed description of the rules regarding strike prices can be found in the Derivatives Profile

Tags:

Foreign Exchange Derivatives

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