Any spread designed to create a delta of zero, meaning that a small price change will have no effect, but a large price change in either direction will be profitable. A neutral spread is most often a calendar spread.
Related information about neutral spread:
- What is neutral spread? definition and meaning
Definition of neutral spread: Any spread designed to create a delta of zero, meaning that a small price change will have no effect, but a large price change in ...
- Delta Neutral Spread - Financial Dictionary - The Free Dictionary
Describes value of a portfolio not affected by changes in the value of the asset on which the options are written. Delta Neutral. Describing a portfolio containing ...
- delta neutral spread - Invest Definition
delta neutral spread definition: A spread where the total delta position on the long side and on the short side add up to approximately zero, thereby making the ...
- Neutral Options
Choose your neutral spread strategy: ... Neutral Spread Summary Table: NEUTRAL SPREAD, PROFIT ZONE, REWARD TO RISK RATIO, COMMISSION ...
- Market-Neutral Pairs Trading | Analysis Concepts | TradeStation Labs
Before risking any capital trading a market-neutral equity strategy, you must first address whether to trade the beta-neutral spread or the dollar-neutral spread.
- Schaeffer's Investment Research - Glossary
Neutral spread An option spread created to profit from little net price movement of the underlying ... See also Credit spread, Debit spread, and Neutral spread.
- Time Spreads
Result = neutral spread. - want underlying price to stabilize around ... Difference between neutral spread investor and bullish spread buyer is matter of initial ...
- Yield curve spread strategies with on-the-run u.s. ... - CME Group
compared to the DV01-neutral spread ratio shown in Exhibits 4 and. 5, you are overexposed to 2-Year OTR Treasury futures. For the opportunistic trader who is ...