Islamic Finance
Sharikat al-Wujuh
April 2, 2022
Exchanges
Micro-Cap Stock
April 2, 2022

An albatross spread that involves only put options. In other words, it is established by buying one in-the-money put, selling one at-the-money put, selling one out-of-the-money put and finally buying a further out-of-the-money put.

Put albatross: long ITM put + short ATM put + short OTM put + long OTM put

Leave a Reply

Your email address will not be published. Required fields are marked *

Related Posts