Derivatives
Short Put Calendar Spread
December 7, 2022
Finance
PVBP of a Bond
December 7, 2022

An option trading strategy in which a near-month straddle is sold, and a far-month straddle is bought at the same strike price. It also could be expressed as selling a near-month put option, selling a near-month call option, buying a far-month put, and buying a far-month call.

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