horizontal bear spread

horizontal bear spread
горизонтальный "медвежий" спред
Опционная стратегия, заключающаяся в покупке и продаже опционов одного класса, причем купленный опцион имеет более близкую дату истечения, нежели проданный опцион. Синоним термина calendar bear spread (календарный "медвежий" спред).

Англо-русский словарь по инвестициям. 2014.

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