Filter by Categories
Accounting
Banking

Derivatives




Diagonal Straddle Calendar Spread


An option trading strategy (a straddle calendar spread) whereby a near-month straddle is sold at a set strike and a far-month straddle is bought at a different strike. Differently stated, this strategy is constructed by selling a near-month put and a near-month call and simultaneously buying a far-month put and a far-month call, with all the options traded being on the same underlying and having the same expiration date.



ABC
Derivatives have increasingly become very important tools in finance over the last three decades. Many different types of derivatives are now traded actively on ...
Watch on Youtube
Remember to read our privacy policy before submission of your comments or any suggestions. Please keep comments relevant, respectful, and as much concise as possible. By commenting you are required to follow our community guidelines.

Comments


    Leave Your Comment

    Your email address will not be published.*