| 释义 |
diagonal spread Diagonal spreadAn options strategy requiring a long and a short position in the same class of option at different strike prices and different expiration dates. For example, buying an XYZ April 50 call and selling an XYZ July 55 call. See: Calendar spread; vertical spread.Diagonal SpreadAn option strategy in which one enters into a long position on a call (or a put) while taking a short position on another call (or put) with the same underlying asset, but with different strike prices and expiration dates. One gains (or loses) on the change in the spot price of the underlying asset over the life of the spread. It derives its name from the fact that it shares features with a vertical spread (where the calls or puts have different strike prices) and a horizontal spread (where they have different expiration dates).diagonal spread Any spread with different strike prices in which the purchased options have a longer maturity than the written options. |