An option strategy involving the simultaneous purchase and sale of options of the same class and strike price but different expiration dates. see also spread, ratio calendar spread.
With regard to Derivative products, a strategy of simultaneous purchase and sale of options of the same class, at the same strike prices, but with different expiration dates.
involves buying and selling options on the same security with different maturities.
an option spread where the strike prices are the same, but they have different expiration dates
an option strategy comprised of a long position and a short position of the same type (Call or Put), the same underlying instrument and the same strike prices, but with different expiration dates
an order to simultaneously purchase and sell options with different expiration dates, where both have the same underlying, right (call or put) and strike price
a spread between the same variable at two points in time
A futures calendar spread, or futures intra-delivery spread, is the simultaneous purchase and sale of the same futures contract, but different contract months – for example, buying a September S&P 500® futures contract and selling a December S&P 500 futures contract. An options calendar spread is the simultaneous purchase and sale of options of the same strike, but different expiration dates.
This involves buying two options with the same strike price but different expiration dates to take advantage of the increased rate of time decay on the shorter dated option. Example, long a june $/yen call and short a $/yen february call option.
An option spread (qv) whereby a pair of calls or puts for the same strike price (qv) but different expiration (qv) is traded simultaneously, one bought and one sold.
An option strategy where a trader sells a shorter term option and buys a longer term option. Both options have the same strike price. For instance, a March 50 call might be sold and a May 50 call purchased.
A speculative or investment strategy in which the buyer takes exposure to differing months eg long a September put and short a December call.
An option strategy which generally involves the purchase of a farther-term option (call or put) and the writing of an equal number of nearer-term options of the same type and strike price. Example: buying 1 XYZ May 60 call (far-term portion of the spread) and writing 1 XYZ March 60 call (near-term portion of the spread). See also Horizontal spread
a strategy involving the buying and selling of options with different expiration dates
The purchase of one delivery month of a given futures contract and simultaneous sale of another delivery month of the same commodity on the same exchange. The purchase of either a call or put option and the simultaneous sale of the same type of option with typically the same strike price but with a different expiration month.
The simultaneous sale and purchase of either calls or puts with the same strike price but different expiration months. See Interdelivery Spread and Horizontal Spread.
The purchase of an option against the sale of another option with the same strike price but different expiration dates.
An option position comprised of purchase and sale of two option contracts of the same type with different expiration dates at the same exercise price.
The sale of an option with a nearby expiration against the purchase of an option with the same strike price, but a more distant expiration. The loss is limited to the net premium paid, while the maximum profit possible depends on the time value of the distant option when the nearby expires. The strategy takes advantage of time value differentials during periods of relatively flat prices.
A spread consisting of one long and one short option of the same type with the same exercise price, but which expire in different months.
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.
an option strategy in which a short-term option is sold and a longer-term option is bought, both having the same striking price. Either puts or calls may be used. A calendar combination is a strategy that consists of a call calendar spread and a put calendar spread at the same time. The striking price of the calls would be higher than the striking price of the puts. A calendar straddle would consist of selling a near-term straddle and buying a longer-term straddle, both with the same striking price.
An option spread position in which the expiration dates of the options are different, but the strike prices are the same. Also called a Horizontal or Time Spread.
The simultaneous purchase and sale of options of the same class with the same st...
The simultaneous purchase of a long-term option (4-6 months) and sale of a short-term option (1-2 months) of the same class, as in call or put. This is done on the same underlying stock.
An options trading strategy wherein options are bought and sold on the same underlying security, with the options having identical strike prices but different expiration dates--also called a "Horizontal" or "Time" spread. Investors hope to profit from a narrowing or widening of the spread between the options. See: Horizontal Spread; Options; Option Spread; Spread; Strike Price; Underlying Security
A Calendar Spread is implemented by buying a long term option and selling a short term option, where they each have the same strike price. It can be implemented with calls or puts.
A form of the horizontal spread wherein a nearby option is sold and a more deferred option is purchased, both at the same strike price.
1) the difference between the values of a single variable at two points in time—see spreads; 2) a long-short futures spread with both contracts on the same underlier but with different maturity months—see futures spread; and 3) An options spread with options expiring on different dates—see options spread.
The simultaneous purchase and sale of options of the same class having the same striking price but different expiration dates.
Buying an equal number of options of the same financial instrument having the same strike price but different expiry dates, also called a horizontal spread.
Applies to derivative products. A strategy in which there is a simultaneous purchase and sale of options of the same class at the same strike prices, but with different expiration date. Source
(1) The purchase of one delivery month of a given futures contract and simultaneous sale of a different delivery month of the same futures contract; (2) the purchase of a put or call option and the simultaneous sale of the same type of option with typically the same strike price but a different expiration date. Also called a Horizontal Spread or Time Spread.
Buying (selling) the calendar spread involves the simultaneous purchase (sale) of contract(s) in a near delivery month and the sale (purchase) of an equal number of contract(s) in a far delivery month of the same futures contract.
Calendar spread is the name of an options strategy involving the simultaneous purchase and sale of options of the same class and strike price but with different expiration dates. Also known as time spread or horizontal spread.