Backspread (also referred to in German)

Someone buys more options than he sells corresponding contracts because he has corresponding expectations with regard to the underlying asset (a position where someone buys more options relative to the number of sold options; this strategy normally is placed in the expectation of a strong move of the underlying asset). – See Absorption phase, Spread.

Attention: The financial encyclopedia is protected by copyright and may only be used for private purposes without express consent!
University Professor Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec.
Professor Dr. Eckehard Krah, Dipl.rer.pol.
E-mail address: info@ekrah.com
https://de.wikipedia.org/wiki/Gerhard_Ernst_Merk
https://www.jung-stilling-gesellschaft.de/merk/
https://www.gerhardmerk.de/