水平价差的中文解释
一种期权交易策略,投资者根据对波动性的预期,买入或卖出到期日不同,但行使价相同的多份合约。 也称日历价差(calendar spread)。
Horizontal Spread的英文解释
An option
strategy that involves buying and selling contracts with the same strike price but different maturities, in view of expected moves in volatility. Also known as a
calendar spread.