Posted on July 18, 2010, 4:54 am, by Calendar Spread, under
Calendar Spread.
Calendar Spread – Defined In Future & Option market, a calendar spread also known as horizontal spread or time spread is a kind of spread trade which takes place by simultaneous buying of options or futures having the expiry at a specified date and sale of the similar instrument which has another expiring date. The [...]
Posted on July 11, 2010, 9:07 pm, by Calendar Spread, under
Calendar Spread.
Calendar Spread – Option Strategy This article is in regards to the calendar spread trade. When an option remains in a position which the expiration date is several months away, it is seen that time decay is comparatively slow. With the passage of time, the rate of time decay or the option’s theta increases. When [...]