calendar spread

calendar spread
an options strategy or position involving the simultaneous purchase and sale of options of the same class and strike price but with different expiration dates
Syn: horizontal spread, time spread

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  • calendar spread — 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… …   Financial and business terms

  • Calendar spread — In finance, a calendar spread is an option spread trade involving the purchase of options of an underlying market expiring in some named month, and the simultaneous sale of other options of the same underlying market and the same striking price… …   Wikipedia

  • Calendar Spread — An options or futures spread established by simultaneously entering a long and short position on the same underlying asset but with different delivery months. Sometimes referred to as an interdelivery, intramarket, time or horizontal spread. An… …   Investment dictionary

  • calendar spread —   Operazione di vendita e di acquisto contemporanea di strumenti derivati relativi allo stesso titolo sottostante, ma con scadenze diverse: ad es. la vendita di un opzione call su una azione con scadenza marzo e l acquisto di un call con lo… …   Glossario di economia e finanza

  • Reverse Calendar Spread — An options or futures spread established by purchasing a position in a nearby month and selling a position in a more distant month. The two positions must be purchased in the same underlying market and must have the same strike price. The goal of …   Investment dictionary

  • neutral calendar spread — See calendar spread. The CENTER ONLINE Futures Glossary …   Financial and business terms

  • Spread — est un mot anglais qui signifie, entre autres, écart. Son utilisation, sur les marchés financiers, sous cette acception, est universelle et très diverse. Sur tous les marchés Bid/Ask, de Bid and Ask spread Calendar spread Expiry spread Sur les… …   Wikipédia en Français

  • futures calendar spread — Also called a futures intra delivery spread. The simultaneous purchase and sale of the same futures contract, but different contract months. ( i.e., buying a September CME S&P 500® futures contract and selling a December CME S&P 500 futures… …   Financial and business terms

  • calendar spreads — 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… …   Financial and business terms

  • Spread trade — In finance, a spread trade refers to the act of buying one security or futures contract and selling another related one, in an attempt to profit from the change in the price difference between the two.As expiry of a long contract and delivery of… …   Wikipedia

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