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Delta Spread |
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Delta SpreadA ratio spread that is established as a neutral position by utilizing the deltas of the options involved. The neutral ratio is determined by dividing the delta of the purchased option by the delta of the written option. See also Ratio Spread and Delta.Delta Spread Similar MatchesGross spreadGross spreadThe fraction of the gross proceeds of an underwritten securities offering that is paid as compensation to the underwriters of the offering. Bid asked spreadBid asked spreadThe difference between the bid and the asked prices. Perpendicular spreadPerpendicular spreadOption strategy involving the purchase of options with similar expiration dates and different exercise prices. Put spreadPut spreadThe simultaneous purchase (sale) of a put at one exercise price and the sale (purchase) of a put at a lower exercise price. Debit spreadDebit spreadApplies to derivative products. Difference in the value of two options, when the value of the option bought exceeds the value of the one sold. One buys a "debit spread." Antithesis of a credit spread. Further Suggestionsratio spreadRelative yield spread bid offer spread Diagonal spread Put ratio backspread box spread Mob spread Horizontal spread Spread Intracommodity spread Intercommodity spread Intramarket sector spread Time spread strategy call spread Underwriting spread Option spread TED spread Calendar spread Credit spread bull spread bear put spread Ratio Calendar Spread backspread Spread income bear call spread |
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