An option strategy involving two options, one a put and one a call, with different expiration dates and strike prices. see also spread, vertical spread, calendar spread, combination.

Options investment strategy involving the same number of options for the same underlying stock of the same class (either all puts or all calls) but with different strike prices and different expiration dates. An example of a diagonal spread is a call with an expiration date of May and strike price of 50, and a call with an expiration date of September and strike price of 55. See also horizontal spread, time spread, and vertical spread.

An option spread where one option is purchased and a different option is sold. The sold option has a different strike price and expiry date from the purchased. The spread will be constructed with either all calls or all puts on the same underlying asset.

A strategy involving the simultaneous purchase and writing of two options of the same class and the same company but have different strike prices and different expiration dates. E.g.: Buying 1 July 50 call and writing 1 Jan 55 call.

An option strategy involving two options, one a pu... Add a comment

A long call (put) at one exercise price and expiration date, together with a short call (put) at a different exercise price and expiration date. All Options must have the same underlying. This is simply a time spread using different exercise prices.

A spread between two call options on two put options with different strike prices and different expiation dates.

An options strategy in which the purchased options have a longer maturity than the written options. The purchased options also have different strike prices. Examples of Diagonal Spreads are: diagonal bull spreads, diagonal bear spreads, and diagonal butterfly spreads.

Is the purchase and sale of puts or calls for the same instrument but for different strike prices and different delivery dates. These strategies can be done for debits or credits. Also, they are bullish or bearish depending on the relationship of the purchased to sold strike price. When the lower strike is purchased and the higher strike is sold then the strategy has a bullish configuration. When the lower strike is sold and the higher strike is purchased then the strategy has a bearish configuration.

A strategy involving the simultaneous purchase and sale of two options of the same type that have different strike prices and different expiration dates.

An option spread position in which both the expiration dates and strike prices of the options are different.

A spread of the same class of options but with different exercise prices and different expiration dates.

The simultaneous purchase and sale of options of the same class having different striking prices and expiration dates.

Any spread in which the purchased options have a longer maturity than do the written options as well as having different striking prices. Typical types of diagonal spreads are diagonal bull spreads, diagonal bear spreads, and diagonal butterfly spreads.

The purchase of a longer maturity option and the sale of a shorter maturity, lower exercise price option. The choice of calls or puts will determine its bear or bull character.

delta spread Dealer options

embedded option European-style option

A two-sided spread consisting of options at different exercises and with different expiration dates. These options must be of the same type and have the same underlying.

An options strategy established by simultaneously entering into a long and short position in two options of the same type (two call options or two put options) but with different strike prices and expiration dates.

A spread between two call options or two put options with different strike prices and different expiration dates.

An investment strategy that entails buying or selling of two different option positions of the same class (two call positions or two put positions in the same stock). Both the strike prices and the expiration dates of the options are different. For instance, a three month ABC call sold with a strike price of 30 and a two month call sold with a strike price of 25. Investors gain or lose as the difference in price narrows or widens.