A calendar spread is a spread consiting of two options of the same strike, but different expiries, also called a horizontal spread. Bull Calendar Spread, also known as horizontal bull spread, consists of a long position in a longer term OTM call and a short position of a short-term call of the same strike. See also bull call spread and bear calendar spread.
Want to learn more? Download now an interactive reference application for iPhone. The screenshot shows the following portfolio:
Volume | Instrument |
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1 | European call struck at 11.000 with expiry in 90 days |
-1 | European call struck at 11.000 with expiry in 30 days |
This is an excerpt from iOptioneer option trading reference application. In order to build the real-time dynamic strategy graph and run simulations you will need to download the application from App Store.
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