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List of new issues scheduled to come to market shortly.



Calendar

Similar Matches

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.


Calendar spread

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.


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 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".


Calendar effect

Calendar effect

The theory that certain days of the week, weeks of the month, and months of the year are more likely to produce rises/falls in share prices than others. 'Sell in May and go away' is an example.David Schwartz, a stock market commentator who has analysed stock prices since the First World War, argues that 'pockets of predictability' can be identified and used to predict future prices. Among his observations:6th June is the best trading day of the year. Prices rise 77% of the time. At the bottom of the rung lies 26th September which rises just 28% of the time over the long run.Prices have fallen in eight of the last 10 years during the last week of October.The UK stock market usually rises in January in US presidential election years.Since 1925, small February price shifts were followed with a rally in the next eight months in 27 out of 30 times.


Further Suggestions

Calendar Straddle or Combination
Total return for calendar year
Shadow calendar
Calendar spread


 
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