Calendar spread


 

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Calendar spread

Applies to derivative products. A strategy in which there is a simultaneous purchase and sale of options of the same class at different strike prices, but with the same expiration date.

Calendar spread

The sale (purchase) of a near month call option (put option) and the simultaneous purchase (sale) of a longer dated call option (put option) at the same exercise price.



Similar Matches

Calendar

Calendar

List of new issues scheduled to come to market shortly.


Calendar effect

Calendar effect

Describes the tendency of stocks to perform differently at different times, including performance anomalies like the January effect, month-of-the-year effect, day-of-the-week effect, and holiday effect.


Ratio Calendar Spread

Ratio Calendar Spread

Selling more near-term options than longer-term ones purchased, all with the same strike; either puts or calls.


Ratio Calendar Combination

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".


Shadow calendar

Shadow calendar

A backlog of securities issues registered with the SEC, awaiting the determination of an offer date.


Further Suggestions

Calendar Straddle or Combination
Total return for calendar year
calendar effect


 
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