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Diagonal spread

From Wikipedia, the free encyclopedia

In Derivatives trading, a term diagonal spread is applied to an options spread position that shares features of both a calendar spread and a vertical spread. It is established by simultaneously buying and selling equal amount of option contracts of the same type (call options or put options) but with different strike prices and expiration dates.

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  • ✪ Trading Diagonals for Weekly Income
  • ✪ Option Spread Differences | Options Trading Concepts
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Transcription

Example

[to be determined]

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This page was last edited on 2 June 2016, at 19:55
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