Another name for a vertical spread which is an options strategy constructed by buying and selling the same numbers of...
A wrangle, i.e., a complex ratio spread in which a short position is taken in the two ratio spreads in...
An advanced neutral option trading strategy which constitutes a long condor spread with a much wider difference in strike prices....
A complex and versatile option trading strategy (basically an albatross spread) which involves selling one deep in-the-money option, buying one...
The difference in quality spread as measured at two different maturities. This difference goes hand in hand with maturity length...
A measure of the quality of a borrower as perceived by the market. It varies over different maturities and for...
The yield spread between non-Treasury securities and Treasury securities, all having identical features in exception of credit rating. Both are...
An option that has a crush spread as underlying. This option is used in the soybeans futures market and is...
A spread that captures the difference between two constant maturity swap (CMS) rates (or indexes) on two different maturities. For...
The vega value of a derivative instrument, a spread, or a position multiplied by the notional principal. It corresponds to...