{"id":165450,"date":"2022-05-06T15:44:32","date_gmt":"2022-05-06T15:44:32","guid":{"rendered":"https:\/\/theotcspace.com\/knowledge_item\/compound-option\/"},"modified":"2022-05-06T15:44:33","modified_gmt":"2022-05-06T15:44:33","slug":"compound-option","status":"publish","type":"knowledge_item","link":"https:\/\/theotcspace.com\/knowledge_item\/compound-option\/","title":{"rendered":"Compound Option"},"content":{"rendered":"","protected":false},"excerpt":{"rendered":"<p>An option on an underlying which is itself an option; therefore, there are two strike prices and two expiry dates (where the underlying option?s expiry date is equal to or greater than the compound option?s expiry date). The underlying option is assumed to be a European Style option on an asset which follows a lognormal random walk (such as a basic Black-Scholes call or put option).<\/p>\n","protected":false},"template":"","meta":{"_acf_changed":false},"knowledge_category":[4248],"acf":[],"_links":{"self":[{"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/knowledge_item\/165450"}],"collection":[{"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/knowledge_item"}],"about":[{"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/types\/knowledge_item"}],"wp:attachment":[{"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/media?parent=165450"}],"wp:term":[{"taxonomy":"knowledge_category","embeddable":true,"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/knowledge_category?post=165450"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}