ratio calendar spread

ratio calendar spread
Selling more near-termoptions than longer-term ones purchased, all with the same strike; either puts or calls. Bloomberg Financial Dictionary

Financial and business terms. 2012.

Игры ⚽ Нужно решить контрольную?

Look at other dictionaries:

  • ratio calendar combination — A strategy consisting of a simultaneous position of a ratio calendar spread using calls and a similar position using puts, where the striking price of the calls is greater that the striking price of the puts . Bloomberg Financial Dictionary …   Financial and business terms

  • Options spread — Spread option redirects here. For the American football offensive scheme, see Spread offense. Options spreads are the basic building blocks of many options trading strategies. A spread position is entered by buying and selling equal number of… …   Wikipedia

  • Calendar of 1993 — ▪ 1994 January January 1       Czechoslovakia now two nations. What had been the single nation of Czechoslovakia officially became two independent states, the Czech Republic and Slovakia. Vaclav Havel, the former president of Czechoslovakia, and… …   Universalium

  • Debit spread — In finance, a debit spread, AKA net debit spread, results when an investor simultaneously buys an option with a higher premium and sells an option with a lower premium. The investor is said to be a net buyer and expects the premiums of the two… …   Wikipedia

  • Delta Spread — An options trading strategy where the trader initially establishes a delta neutral position. The trader creates this delta neutral position by simultaneously buying and selling options in proportion to the neutral ratio. Using a delta spread, a… …   Investment dictionary

  • Credit spread (options) — Finance Financial markets Bond market …   Wikipedia

  • Diagonal spread — In Finance, A diagonal spread is established by simultaneously entering into a long and short position in two options of the same type (two call options or two put options)[jargon] but with different strike prices and expiration dates.[jargon]… …   Wikipedia

  • Optionsstrategie — Optionsstrategien sind Anlagestrategien mit derivativen Finanzinstrumenten. Basierend auf einer positiven, neutralen oder negativen Markterwartung und der Volatilität des zugrundeliegenden Basiswerts (Underlying) der Optionen kann der Anleger… …   Deutsch Wikipedia

  • Margin (finance) — For the 2011 film, see Margin Call. In finance, a margin is collateral that the holder of a financial instrument has to deposit to cover some or all of the credit risk of their counterparty (most often their broker or an exchange). This risk can… …   Wikipedia

  • Over-the-counter (finance) — Within the derivatives markets, many products are traded through exchanges. An exchange has the benefit of facilitating liquidity and also mitigates all credit risk concerning the default of a member of the exchange. Products traded on the… …   Wikipedia

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”