call spread

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Call Spread

An option spread in which one has a long position in a call while having a short position on another call on the same underlying asset with a different strike price and/or expiration date. One uses a call spread to profit from price movements in the underlying asset. See also: Put spread.

call spread

An option position in which a call is purchased while another call on the same security is sold short. The two calls have different strike prices, different expiration dates, or both. Also called option spread. Compare put spread. See also spread.

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Shares down $2.80, or nearly 5%, to $50.82 at midsession with calls leading puts 5:1 and 82% of today's flow in the October term, including the Oct 55/57.5 and Oct 52.5/60 call spreads. Largest block was 2483 Oct 52.5/60 call spreads crossed electronically on the CBOE for $1.92 just after 12:32PM ET when shares were $50.77, with the same spread printing on the ISE at the same time 1241x in flow marked closing customer.

October calls see heavy volume in Marathon Petroleum

Geman, 1995, "Pricing Catastrophe Insurance Futures and Call Spreads: An Arbitrage Approach", Journal of Fixed Income, March:46-57

12030260 Catastrophe insurance

After an impressive rally for gold and gold-related firms, GDX is slightly lower this morning down 14c, or .5%, near $26.00 for a month-to-date gain of nearly $4.40, with a large package trading on the CBOE where a customer sold 25K July 24/26 call spreads for 1.42 and bought 18500 Aug 27/29 call spreads, 48c, and 25K Aug 28/30 call spreads 30c.

Position adjustment in Gold Miners ETF takes gains, extends long

Sep 27 call spreads bought for $1 - 22K JD Jun 26 - Sep 27 call spreads bought for $1.

22K JD Jun 26

Call spreads in Verizon as bullish positions are adjusted.

Call spreads in Verizon as bullish positions are adjusted

Bullish call spreads in Overstock as shares advance from 52-week lows.

Bullish call spreads in Overstock as shares advance from 52-week lows

82.5 call spreads sold at 50c - 8.2K Exxon Mobile Aug 77.5 - 82.5 call spreads sold at 50c.

8.2K Exxon Mobile Aug 77.5

Call spreads in Marathon Pete with shares at 52-week lows.

Call spreads in Marathon Pete with shares at 52-week lows

Dec 72.5 call spreads sold at 60c - 5K Cerner Jun 67.5 - Dec 72.5 call spreads sold at 60c.

5K Cerner Jun 67.5

Dec 17.5 call spreads trade $1.40 - 5K Tocagen Jun 10 - Dec 17.5 call spreads trade $1.40.

5K Tocagen Jun 10

Spot VIX up 2.63 to 18.07 Tuesday after a 2.57 uptick Monday and biggest option trade in the product this morning: 32.6K May - Aug 37.5 call spreads for 25c, which likely rolls a volatility hedge to August from May.

Active trading in VIX options as it spikes to 18

The stock down 1% to $99.55 and Jun 90 - 95 put spreads trade in small lots at $1.10 while Jun 105 - 110 call spreads also trade in small lots for $1.45.