Ratio Spread

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Ratio Spread

Constructed with either puts or calls, the strategy consists of buying a certain amount of options and then selling a larger quantity of more out-of-the-money options.

Ratio Spread

An option strategy that involves buying a certain number of option contracts and selling a different number (according to a stated ratio) of options on the same underlying asset with the same expiration date but with a different strike price. One hopes to profit from the change in price of the underlying asset over the life of the options, but a ratio spread is most useful when one does not expect the price to be volatile.

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Delta Spread

References in periodicals archive ?

ZF added that the TraXon has a high transmission ratio spread and an energy conservation efficiency rating of 99.7%.

ZF develops clutch module for Liebherr mobile cranes

Adoption of launch gears is being viewed as a viable approach for improving efficiency and improving ratio spread of automotive gear, devoid of performance deterioration.

Automotive Gear Market: Tier 1 and 2 Players Looking Forward to Consolidate their Foothold in APEJ

Largst block was a ratio spread on NYSE-Arca where a trader sold 12500 July 44 calls for 50c and bought 6K July 45s for 17c.

Heavy call volume in Emerging Markets ETF appears to roll winner

The new transmission comes with eight forward gears as well as four reverse gears, higher overall gear ratio spread, equal ratio steps between gears and optimized gear shifting with partial load shifts.

Terex Trucks Updates Articulated Hauler

The 10-speed automatic transmission is an all-new design -- and the first-ever application in an SUV -- with a wider, 7.39 overall gear ratio spread, that enables the Escalade's powerful and efficient 6.2L V-8 engine to achieve a more immediate feeling of performance.

Ten Facts That Distinguish the Escalade's Innovative 10-Speed Transmission

Thanks to the wide gear ratio spread, the decidedly high torque of the V8 biturbo engine can be used to optimum effect.

Convertibly cool and stylish

A wider, 7.39 overall gear ratio spread, compared to the Yukon Denali's previous eight-speed automatic, enables a lower numerical top gear ratio and contributes to greater efficiency.

2018 GMC Yukon Denali elevates style, substance

As Figure 15 indicates, the lowest fuel consumption occurs with the widest ratio spread of 10 through 12 speeds.

Internal Combustion Engine - Automatic Transmission Matching for Next Generation Power Transfer Technology Development in Automotive Applications

The model is to be equipped with a new continuously variable transmission with a ratio spread similar to a seven-speed automatic transmission.

Mitsubishi updates Lancer

The savings are due to a high total gear ratio spread (9.84), which means the engine is running in a more-optimal gear depending on conditions.

ZF opens first U.S. transmission plant

The latest versionof the Xtronic CVT technlogy now expands the gear ratio spread from the earlier six to a world leading seven according to Nissan and this in turns not only provides good acceleration and driveability but also increases fuel efficiency, which according to Nissan engineers is up by about 1kmpl as compared to a 5- speed manual on the Micra, to over 19kmpl.