Spread option

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Spread option

A position consisting of the purchase of one option and the sale of another option on the same underlying security with a different exercise price and/or expiration date.

Spread Option

In options, the writing of a contract and the purchase of another with the same underlying asset, but with different strikes and expiration dates. A spread option is intended to reduce the risk of having a particular position on the underlying asset. The profit on a spread option comes from the difference in the strike prices of the two contracts. Spread options are usually traded over-the-counter. See also: Crack, Crush, Spark.
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BANKING AND CREDIT NEWS-October 28, 2013--CME sees record WTI-Brent crude spread options volume(C)2013 M2 COMMUNICATIONS http://www.
M2 EQUITYBITES-October 28, 2013--CME sees record WTI-Brent crude spread options volume(C)2013 M2 COMMUNICATIONS http://www.
They include calls, puts, collars and spread options.
In this paper we present a spectral method based on the improved Lagrange formula to compute European, digital, and butterfly spread options.
com)-- This new service offering was made into reality after the success of the Euro Interest Rate Spread Options matching during the last quarter of 2009 which, at present, has traded more than 5 billion Euros in speculative amount.
With attractive spread options thin on the ground, maybe this is a week to put all the eggs in one basket, and weigh in with a buy of Sporting's Graeme McDowell special at 40.
Modules are available with output specifications ranging from 500 to 1,500 lumens and with a choice of narrow, medium and wide flood beam spread options.
In the chapter, other forms of credit derivatives such as collateralized debt obligations (CDOs), total-return swaps, and spread options are also discussed.
Our database reflects significant new product activity in the mid-1980s as a range of low-fat spread options were launched by the major branded players.
This would be my first choice of the dip and spread options.
In Silicon Valley, tech firms spread options liberally among workers in lieu of huge pay increases.
1 Expands Model Coverage for Convertible Bonds, Commodities & Power Spread Options