Uses options with different expiration dates and different strike prices; for example, a trader might purchase a 26 December German Mark put and sell a 28 September German Mark put when the futures price is $.2600/DM.
DIAGONAL SPREAD
Meaning of DIAGONAL SPREAD in English
A guide to futures and options market technology English dictionary. Английский словарь-руководство по фьючерсам и опционам рыночных технологий . 2012