Calendar spread
From Wikipedia, the free encyclopedia
In finance, a calendar spread is a spread trade involving the simultaneous purchase and sale of the same underlying instrument (typically an option or futures contract) with different expiration dates.
[edit] References
- McMillan, Lawrence G. (2002). Options as a Strategic Investment, 4th ed., New York : New York Institute of Finance. ISBN 0-7352-0197-8.
Derivatives market | |
|---|---|
| Derivative (finance) | |
| Options | Terms:
Strike price ·
Expiration ·
Open interest ·
Pin risk
Vanilla options:
Option styles ·
Call ·
Put ·
Warrants ·
Fixed income ·
Employee stock option ·
FX
Exotic options:
Asian ·
Lookback ·
Barrier ·
Binary ·
Swaption ·
Mountain range
Options strategies:
Covered call ·
Naked put ·
Collar ·
Straddle ·
Strangle ·
Butterfly
Options spreads:
Bull spread ·
Bear spread ·
Calendar spread ·
Vertical spread ·
Debit spread ·
Credit spread
Valuation of options: Moneyness · Option time value · Put-call parity · Black-Scholes · Black · Binomial · Simulation |
| Swaps | |
| Other derivatives | |
