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  SpreadOption

Sigma KEE - SpreadOption

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spread option
The purchase of one option and the simultaneous sale of a related option, such as two options of the same class but different strike prices and/or expiration dates.
Relationships      
Parents option strategy A collection of buying/selling options whose purpose is to result in an optimal profit for the investor.
Children butterfly spreadA complex option strategy that involves selling two calls and buying two calls on the same or different markets, with several maturity dates. One of the options has a higher exercise price and the other has a lower exercise price than the other two options. The payoff diagram resembles the shape of a butterfly.


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