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Glossary Term: DIAGONAL SPREAD

Definition(s) for DIAGONAL SPREAD:


1. ) refers to any spread with different strike prices in which the purchased options have a longer maturity than the written options.

2. ) Any spread in which the purchased options have a longer maturity than do the written options as well as having different striking prices. Typical types of diagonal spreads are diagonal bull spreads, diagonal bear spreads, and diagonal butterfly spreads.

3. ) A strategy involving the simultaneous purchase and writing of two options of the same type that have different strike prices and different expiration dates. Example: buying 1 May 60 call and writing 1 March 65 call.



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