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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 MatchesBull spreadBull spreadA strategy in options trading in which an option is purchased at an exercise price below that of the underlying instrument and simultaneously an option is sold at an exercise price above that of the underlying instrument, both with reference to the same expiry month. This applies to both call options or put options. Intramarket sector spreadIntramarket sector spreadThe spread between two issues of the same maturity within a market sector. For instance, the difference in interest rates offered for five-year industrial corporate bonds and five-year utility corporate bonds. Gross spreadGross spreadThe fraction of the gross proceeds of an underwritten securities offering that is paid as compensation to the underwriters of the offering. Dealers spreadDealers spreadSee: markdown; underwriting spread. Ratio SpreadRatio SpreadConstructed with either puts or calls, the strategy consists of buying a certain amount of options and then selling a larger quantity of more out-of-the-money options. Further Suggestionscalendar spreadbackspread Intercommodity spread call spread Debit spread Alligator spread condor spread Diagonal spread bid/offer spread Price spread Spread position spread Horizontal spread ratio spread Calendar spread Spread order Mob spread Intermarket sector spread Bid/ask spread Bid asked spread Spreadsheet bid offer spread Maturity spread Underwriting spread Option spread |
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