roll down
roll down definition - finance
To
move from one option position to another one that has a lower strike price. The
first option position is liquidated before the new one is taken. Roll downs
occur because the option is going to expire and the trader wants to retain the
position.
Webster's New World Finance and Investment Dictionary Copyright © 2003 by Wiley Publishing, Inc., Indianapolis, Indiana.
Used by arrangement with John Wiley & Sons, Inc.
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