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Asian Option

An exotic option whose payoff depends on the AVERAGE price of the underlying over specified observation dates rather than the terminal spot price. Asian options reduce manipulation risk on single-print expirations (no one big day determines the payoff) and dampen volatility (the average is less volatile than the terminal value), so they are commonly used in commodity hedging and emerging-market currency contracts where price manipulation around expiry is a real concern. Asian options are cheaper than vanilla options of the same strike because the averaging reduces both upside and downside dispersion.

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Related terms

American Option · Barrier Option · Basket Option · Butterfly Spread · Calendar Spread · Cash-Secured Put

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