HONGKONGDIR

HOMECompaniesDictionaryFAQs

Home » Dictionary » Options » long jelly roll

Long Jelly Roll

Definition
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.

Nearby Terms
Similar companies
Copyright © 2013 hongkongdir.com All Rights Reserved.
Provides public information about companies in the Hong Kong.