释义 |
Ratio Calendar Combination Ratio Calendar CombinationA strategy consisting of a simultaneous position of a ratio calendar spread using "calls" and a similar position using puts, where the striking price of the "calls" is greater that the striking price of the "puts".Ratio Calendar CombinationAn option strategy in which one conducts two calendar spreads, one with calls and one with puts. A calendar spread is the simultaneous purchase and sale of calls or puts with the same strike price but with different expiration dates. A ratio calendar combination (like a calendar spread itself) seeks to profit from price movements in underlying asset. |