Risk glossary


Basket option

An option that enables the purchaser to buy or sell a basket of commodities. The value of a basket option is dependent on both the volatility of the individual commodities and the correlation between the prices of commodities in the basket.

  • LinkedIn  
  • Save this article
  • Print this page  

You must be signed in to use this feature.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: