Jelly roll (options)
id:
jelly-roll-options-197-9720442
title:
Jelly roll (options)
text:
A jelly roll, or simply a roll, is an options trading strategy that captures the cost of carry of the underlying asset while remaining otherwise neutral. It is often used to take a position on dividends or interest rates, or to profit from mispriced calendar spreads. 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. In other words, a trader combines a synthetic long position at on
brand slug:
wiki
category slug:
encyclopedia
description:
Option trading strategy
original url:
https://en.wikipedia.org/wiki/Jelly_roll_(options)
date created:
date modified:
2023-03-22T00:17:05Z
main entity:
{"identifier":"Q106945708","url":"https://www.wikidata.org/entity/Q106945708"}
image:
fields total:
13
integrity:
14