【IB交易者词汇】日历价差（Calendar Spread )

一种期权策略，包括同时买入和卖出具有不同过期日，但相同底层标的，相同权利（看涨或看跌）和相同行使价的期权。这种价差也称之为时间价差。具有不同的过期日和不同行使价的日历价差期权有时被称为对角价差。

例如：买02年6月1日100看涨，卖02年3月1日的100看涨。 在这种情况下，你是作空前月合约，做多后月合约。 这种价差策略也适用于期货交易。

An option strategy that involves simultaneously buying and selling options with different expiration dates but the same underlying, the same right (call or put) and the same strike price. This spread is sometimes referred to as a time spread. A calendar spread whose options have different expiration dates and different strike prices is sometimes referred to as a diagonal spread.

For example: Buy 1 June02 100 call, Sell 1 March02 100 call. In this case you're front month contract and long the back month contract. This spread strategy also applies to futures trading.