BROWSE

Far Option

What is 'Far Option'

The option with the longer time to expiration in a calendar option spread, which involves buying or selling options with different expirations. In such a spread, the shorter-dated option will be the near option. Because far options have more time to attain an in-the-money status, they are associated with larger premiums.

Explaining 'Far Option'

For example, a calendar spread strategy may involve selling May calls and buying October calls on the same stock. In this case, assuming it is April, the October calls would be the far options and the May calls would be the near options.


Further Reading


Is economics performative? Option theory and the construction of derivatives markets
www.cambridge.org [PDF]
… trial for worsening RR MS and SP MS [4] offered a therapeutic option for transitional … treatment for progressive MS seems more realistic than ever, but it is still far from a … In conclusion, repair strategies are unquestionably the most exciting and promising options, but they require a …

How far will international economic integration go?How far will international economic integration go?
www.aeaweb.org [PDF]
… trial for worsening RR MS and SP MS [4] offered a therapeutic option for transitional … treatment for progressive MS seems more realistic than ever, but it is still far from a … In conclusion, repair strategies are unquestionably the most exciting and promising options, but they require a …

Real options and interactions with financial flexibilityReal options and interactions with financial flexibility
www.jstor.org [PDF]
… trial for worsening RR MS and SP MS [4] offered a therapeutic option for transitional … treatment for progressive MS seems more realistic than ever, but it is still far from a … In conclusion, repair strategies are unquestionably the most exciting and promising options, but they require a …

Tests of the Black-Scholes and Cox call option valuation modelsTests of the Black-Scholes and Cox call option valuation models
www.jstor.org [PDF]
… trial for worsening RR MS and SP MS [4] offered a therapeutic option for transitional … treatment for progressive MS seems more realistic than ever, but it is still far from a … In conclusion, repair strategies are unquestionably the most exciting and promising options, but they require a …

A closed-form solution for options with stochastic volatility with applications to bond and currency optionsA closed-form solution for options with stochastic volatility with applications to bond and currency options
academic.oup.com [PDF]
… trial for worsening RR MS and SP MS [4] offered a therapeutic option for transitional … treatment for progressive MS seems more realistic than ever, but it is still far from a … In conclusion, repair strategies are unquestionably the most exciting and promising options, but they require a …

An option pricing approach to evaluating petroleum projectsAn option pricing approach to evaluating petroleum projects
www.sciencedirect.com [PDF]
… trial for worsening RR MS and SP MS [4] offered a therapeutic option for transitional … treatment for progressive MS seems more realistic than ever, but it is still far from a … In conclusion, repair strategies are unquestionably the most exciting and promising options, but they require a …

A critical financial analysis of the Private Finance Initiative: selecting a financing method or allocating economic wealth?A critical financial analysis of the Private Finance Initiative: selecting a financing method or allocating economic wealth?
www.sciencedirect.com [PDF]
… trial for worsening RR MS and SP MS [4] offered a therapeutic option for transitional … treatment for progressive MS seems more realistic than ever, but it is still far from a … In conclusion, repair strategies are unquestionably the most exciting and promising options, but they require a …

Trends in park tourism: Economics, finance and managementTrends in park tourism: Economics, finance and management
www.tandfonline.com [PDF]
… trial for worsening RR MS and SP MS [4] offered a therapeutic option for transitional … treatment for progressive MS seems more realistic than ever, but it is still far from a … In conclusion, repair strategies are unquestionably the most exciting and promising options, but they require a …

Real options in practice: an exploratory survey of how finance officers deal with flexibility in capital appraisalReal options in practice: an exploratory survey of how finance officers deal with flexibility in capital appraisal
www.sciencedirect.com [PDF]
… trial for worsening RR MS and SP MS [4] offered a therapeutic option for transitional … treatment for progressive MS seems more realistic than ever, but it is still far from a … In conclusion, repair strategies are unquestionably the most exciting and promising options, but they require a …


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