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Calendar Straddle

An option trading strategy (specifically a calendar spread) which is constructed by selling a near-month straddle while buying a far-month...

Short Calendar Spread

A calendar spread that involves the purchase of an option with a further expiration and the sale of an option...

Short Calendar

A calendar spread that involves the purchase of an option with a further expiration and the sale of an option...

Holiday Calendar

A calendar that determines which days are not working days for the purposes of setting or determining payment dates in...

Long Calendar Spread

A calendar spread that involves the purchase of an option with a longer expiration and the sale of an option with the...

Turn-of-the-Month Effect

A calendar effect that is associated with calendar turning points. This implies that markets perform best at the start and...

Turn-of-the-Calendar Effect

A calendar effect that is associated with calendar turning points. This implies that markets perform best at the start and...