Rolling Position

Rolling Position

A constant position in which the underlying securities or assets change over time. For example, one has a rolling position if one always has a call and a put on crude oil, even if the specific calls and puts maintaining that position are bought and sold (or expire).
References in periodicals archive ?
The spot index level calculation does not incorporate the premium or discount obtained by rolling positions forward as delivery approaches.
In a contangoed oil futures market, investors in 2006 suffered from the effects of rolling positions forward.
This could be the product of speculators rolling positions out from the front-month series.