An options strategy based on having a long and short position in the same class of option at different strike prices and different expiration dates . For example, two puts or two calls in the same stock. See: calendar spread ; vertical spread .
DIAGONAL SPREAD
Meaning of DIAGONAL SPREAD in English
Campbell R. Harvey. Hypertextual finance English glossary. Английский словарь гипертекстовых финансов. 2012