horizontal spread

horizontal spread
The purchase of either a call or put option and the simultaneous sale of the same type of option with typically the same strike price but with a different expiration month. also referred to as a calendar spread. Chicago Board of Trade glossary
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The simultaneous purchase and sale of two options that differ only in their expiration dates. Bloomberg Financial Dictionary
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An option spread where one option is purchased and a different option is sold. The sold option has the same strike price but a different expiry date from the purchased option. The spread will be constructed with either all calls (See call option) or all puts (See put option) on the same underlying asset. This spread is sometimes known as a time spread or a calendar spread.
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A calendar or time spread. Exchange Handbook Glossary

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   An option strategy that involves buying and selling contracts with the same strike price but different maturities, in view of expected moves in volatility. Also known as a calendar spread.
   ► See also Option.

Financial and business terms. 2012.

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