What is SPREAD OPTION?

When the difference between two assets and a strike price are used to pay off debt or loss. AKA difference, outperformance, and underperformance options. Refer to multi index option and yield curve option.

More On This Topic



Link to This Definition
Did you find this definition of SPREAD OPTION helpful? You can share it by copying the code below and adding it to your blog or web page.
Written and fact checked by The Law Dictionary