Finance:Diagonal spread
From HandWiki
In derivatives trading, the term diagonal spread is applied to an options spread position that shares features of both a calendar spread and a vertical spread. It is established by simultaneously buying and selling equal amount of option contracts of the same type (call options or put options) but with different strike prices and expiration dates.
Example
External links
- http://www.thestreet.com/story/10080609/1/real-world-trading-the-diagonal-spread.html
- Short Diagonal Call/Put Credit Spreads
Original source: https://en.wikipedia.org/wiki/Diagonal spread.
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