A complex option strategy involving four separate investments that allows investors to bet on a widening of the price difference between futures contracts with different expiration dates. This strategy uses two put and two call options to combine a near-term synthetic short position with a longer-term synthetic long position.
Related information about long jelly roll:
- Long Jelly Roll Definition | Investopedia
An option strategy that aims to profit from a time value spread through the sale and purchase of two call and two put options, each with different expiration dates.
- Long Jelly Roll - Financial Dictionary - The Free Dictionary
An options strategy that involves buying and selling four different option contracts . Initially, one buys a put and sells a call that have the same strike price and the ...
- What is long jelly roll? definition and meaning
Definition of long jelly roll: A complex option strategy involving four separate investments that allows investors to bet on a widening of the price difference ...
- The Big Apple: Long Jelly Roll (Short Jelly Roll)
Feb 20, 2011 ... Entry in progress—B.P.. Investopedia What Does Long Jelly Roll Mean? An option strategy that aims to profit from a time value spread through ...
- In Investment, what are Jelly Rolls?
Sometimes referred to as a "long jelly roll," the method involves a two pronged approach. Jelly rolls require the investor to conduct two separate sets of ...
- 88 Futures: Trading Dictionary
... Jelly Roll - a long jelly roll is composed of a long call time spread and a short put time spread; a short jelly roll is the combination of a short call time spread ...
- Production of a 11 km long jelly roll processed Nb/sub 3/Al ... - IEEE
IEEE TRANSACTIONS ON APPLIED SUPERCONDUCTIVITY, VOL. 12, NO. 1, MARCH 2002. 1037. Production of a 11 km Long Jelly Roll Processed. Nb3 ...
- Production of a 11 km long jelly roll processed Nb< sub> 3 Al strand ...
When building high field, large scale magnets such as those used in fusion applications where large electromagnetic forces are involved in the superconductor, ...