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jelly roll

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jelly roll

estrategia de trading de opciones

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About jelly roll

Un jelly roll, o simplemente un roll, es una estrategia de trading de opciones que captura el costo de carry del activo subyacente mientras permanece neutral en otros aspectos. A menudo se utiliza para tomar una posición sobre dividendos o tasas de interés, o para beneficiarse de spreads de calendario mal valorados.

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