Horizontal Spread

外汇网2021-06-19 13:47:23 130

An options strategy involving the simultaneous purchase and sale of two options of the same type, having the same strike price, but different expiration dates.

An example of this would be the purchase of a Dec 20 call and the sale of a June 20 call. This strategy is used to profit from a change in the price difference as the securities move closer to maturity.

Also referred to as "calendar spad" or "time spad".

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