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diagonal spread

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Financial Dictionary

Diagonal Spread

An options strategy established by simultaneously entering into a long and short position in two options of the same type (two call options or two put options) but with different strike prices and expiration dates.

Investopedia Commentary

This strategy is called a diagonal spread because it combines a horizontal spread, which represents the difference in expiration dates, with a vertical spread, which represents the difference in strike prices. An example of a diagonal spread is the purchase of a December $20 call option and the sale of an April $25 call.

Related Links

Vertical Bull and Bear Credit Spreads
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Options Basics Tutorial

See also: Expiration Date, Horizontal Spread, Long, Option, Short, Spread, Strike Price, Vertical Spread

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Financial Dictionary

diagonal spread

Any spread with different strike prices in which the purchased options have a longer maturity than the written options.

Wall Street Words: An A to Z Guide to Investment Terms by David L. Scott.
Copyright © 2003. Published by Houghton Mifflin.
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