Box spread
id:
box-spread-181-4047558
title:
Box spread
text:
In options trading, a box spread is a combination of positions that has a certain payoff, considered to be simply "delta neutral interest rate position". For example, a bull spread constructed from calls combined with a bear spread constructed from puts has a constant payoff of the difference in exercise prices assuming that the underlying stock does not go ex-dividend before the expiration of the options. If the underlying asset has a dividend of X, then the settled value of the box will be 10
brand slug:
wiki
category slug:
encyclopedia
description:
Term in options trading
original url:
https://en.wikipedia.org/wiki/Box_spread
date created:
2006-05-26T20:32:29Z
date modified:
2024-09-05T19:00:13Z
main entity:
{"identifier":"Q55407834","url":"https://www.wikidata.org/entity/Q55407834"}
image:
{"content_url":"https://upload.wikimedia.org/wikipedia/commons/d/de/Boxspread.png","width":720,"height":521}
fields total:
13
integrity:
16