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  2. Synthetic position - Wikipedia

    en.wikipedia.org/wiki/Synthetic_position

    The synthetic long put position consists of three elements: shorting one stock, holding one European call option and holding dollars in a bank account. (Here is the strike price of the option, and is the continuously compounded interest rate, is the time to expiration and is the spot price of the stock at option expiration.)

  3. Jelly roll (options) - Wikipedia

    en.wikipedia.org/wiki/Jelly_roll_(options)

    A jelly roll consists of a long call and a short put with one expiry date, and a long put and a short call with a different expiry date, all at the same strike price. [3] [4] In other words, a trader combines a synthetic long position at one expiry date with a synthetic short position at another expiry date.

  4. Condor (options) - Wikipedia

    en.wikipedia.org/wiki/Condor_(options)

    A condor is a limited-risk, non-directional options trading strategy consisting of four options at four different strike prices. [ 1 ] [ 2 ] The buyer of a condor earns a profit if the underlying is between or near the inner two strikes at expiry, but has a limited loss if the underlying is near or outside the outer two strikes at expiry. [ 2 ]

  5. Short call vs. long call - AOL

    www.aol.com/finance/short-call-vs-long-call...

    For example, as the stock goes from $23 to $24 — an increase of 4.3 percent — the profit on the option rises from $100 to $200, a gain of 100 percent. ... A short call is the reverse strategy ...

  6. Options strategy - Wikipedia

    en.wikipedia.org/wiki/Options_strategy

    Mildly bullish trading strategies are options that make money as long as the underlying asset price does not decrease to the strike price by the option's expiration date. These strategies may provide downside protection as well. Writing out-of-the-money covered calls is a good example of such a strategy. The purchaser of the covered call is ...

  7. Box spread - Wikipedia

    en.wikipedia.org/wiki/Box_spread

    For example, a bull spread constructed from calls (e.g., long a 50 call, short a 60 call) combined with a bear spread constructed from puts (e.g., long a 60 put, short a 50 put) has a constant payoff of the difference in exercise prices (e.g. 10) assuming that the underlying stock does not go ex-dividend before the expiration of the options.

  8. Hedge (finance) - Wikipedia

    en.wikipedia.org/wiki/Hedge_(finance)

    Long synthetic futures means long call and short put at the same expiry price. To hedge against a long futures trade a short position in synthetics can be established, and vice versa. Stack hedging is a strategy which involves buying various futures contracts that are concentrated in nearby delivery months to increase the liquidity position. It ...

  9. Iron condor - Wikipedia

    en.wikipedia.org/wiki/Iron_condor

    The iron condor is an options trading strategy utilizing two vertical spreads – a put spread and a call spread with the same expiration and four different strikes. A long iron condor is essentially selling both sides of the underlying instrument by simultaneously shorting the same number of calls and puts, then covering each position with the purchase of further out of the money call(s) and ...