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Prof. Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec.

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Calendar spread

Unless otherwise defined, this refers to two individual orders entered at the same time for the purchase and sale of the same number of contracts of the same product, differing only in terms of maturity (an option strategy which generally involves the purchase of a farther-term option, call or put, and the writing of an equal number of nearer-term options of the same underlying asset and strike price). – See spread, butterfly spread, future, long hedge, option, long position, short position, straddle, time spread.

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University Professor Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec.
Professor Dr. Eckehard Krah, Dipl.rer.pol.
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