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Joint Option

A currency option- usually on a foreign currency or a currency basket or index- that is made or written at...

Short Jelly Roll

A jelly roll consists of a long time spread and a short time spread, one made up of puts, the...

Structured Option

An option that is artificially constructed by combining (buying and selling) other options simultaneously. This option can lower the high...

Long Jelly Roll

A jelly roll consists of a long time spread and a short time spread, one made up of puts, the other of calls, all having the same strike...

Jelly Roll

An option trading strategy which involves selling a call and buying a put at the same strike price, both being with a near-month expiration date,...