# Special term for 'intersection' of option price

Suppose, I have written two ordered lists:

$S_{call}= (\textbf{8000, 8050, 8100}, 8150, 8200, 8250)$ and
$S_{put} = (7850, 7900, 7950, \textbf{8000, 8050, 8100})$.

Entities are correspond to strike prices of call and put on the same underlying asset XYZ.

Update:

Spot price is equal to $8067.6$, then XYZ 8050 call and XYZ 8050 put are "at-the-money" options, XYZ 8000 call and XYZ 8100 put are "in-the-money" options, and the remaining options would be "out-of-the-money".

How to name strike prices which are marked with bold? Is there a special term?

• Not that I can think of, but it's generally around the forward moneyness that this happens (actively traded contracts). – Quantuple May 27 '16 at 8:26
• @Quantuple, thanks. I think 'crossing prices' or something like this. – Nick May 27 '16 at 8:39
• I think these are just common strike prices from the two lists. Or what is called in set theory the intersection of two sets. No special name in connection with options. – noob2 May 27 '16 at 15:41