vertical spread; price spread


vertical spread; price spread

фр. écart vertical

исп. margen vertical; posición diferencial vertical

вертикальный спред; ценовой спред

Опционная стратегия, предполагающая покупку опциона по одной цене исполнения и одновременную продажу другого опциона по другой (более высокой или более низкой) цене исполнения.


Финансы и долги. — М.: Весь мир. 1997.

Смотреть что такое "vertical spread; price spread" в других словарях:

  • Vertical spread — In options trading, a vertical spread is an options strategy involving buying and selling of multiple options of the same underlying security, same expiration date, but at different strike prices. They can be created with either all calls or all… …   Wikipedia

  • vertical spread — Buying and selling puts or calls of the same expiration month but different strike prices. Chicago Board of Trade glossary Simultaneous purchase and sale of two options that differ only in their exercise price. Bloomberg Financial Dictionary See …   Financial and business terms

  • Vertical spread — Simultaneous purchase and sale of two options that differ only in their exercise price. See: horizontal spread. The New York Times Financial Glossary * * *    An option strategy, using the simultaneous sale and purchase of two options of the same …   Financial and business terms

  • Bull Vertical Spread — An bullish strategy used by investors who feel that the market price of a commodity will appreciate but wish to limit the downside potential associated with an incorrect prediction. A bull vertical spread requires the simultaneous purchase and… …   Investment dictionary

  • spread — The price difference between two related markets or commodities. Chicago Board of Trade glossary l) Positions held in two different futures contracts, taken to profit from the change in the difference between the two contracts prices; e.g., long… …   Financial and business terms

  • Price scissors — The price scissors is an economic phenomenon when for a certain group or sector of productive population the overall valuation from their production for sale outside this group drops below the valuation of the demand of this group for goods… …   Wikipedia

  • vertical spreads — Also known as a price spread, is constructed with options having the same expiration months. This can be done with either calls or puts. See bear call spread, bull call spread, bear put spread, and bull put spread. The CENTER ONLINE Futures… …   Financial and business terms

  • Options spread — Spread option redirects here. For the American football offensive scheme, see Spread offense. Options spreads are the basic building blocks of many options trading strategies. A spread position is entered by buying and selling equal number of… …   Wikipedia

  • Credit spread (options) — Finance Financial markets Bond market …   Wikipedia

  • bull spread — In most commodities and financial instruments, the term refers to buying the nearby month, and selling the deferred month, to profit from the change in the price relationship. Chicago Board of Trade glossary The purchase of near month futures… …   Financial and business terms

  • bear spread — In most commodities and financial instruments, the term refers to selling the nearby contract month, and buying the deferred contract, to profit from a change in the price relationship. Chicago Board of Trade glossary Sale of a near month futures …   Financial and business terms


Поделиться ссылкой на выделенное

Прямая ссылка:
Нажмите правой клавишей мыши и выберите «Копировать ссылку»

We are using cookies for the best presentation of our site. Continuing to use this site, you agree with this.