Concepedia

Option Spreads

Option Spreads is a derivatives trading strategy that consists of simultaneously taking positions in multiple options of the same class on the same underlying asset, distinguished by differing strike prices, expiration dates, or both, to exploit relative price differences while managing risk and potential return.

260

Publications

27.3K

Citations

417

Authors

286

Institutions

Publications per year

2017–2026

23

Parents

Publications

260

Asset pricing and the bid-ask spread

Yakov Amihud, Haim Mendelson · Journal of Financial Economics · 1986 · 5.3K citations

, , +17

Commonality in liquidity

Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam · Journal of Financial Economics · 2000 · 1.7K citations

, , +17

Informed Trading in Stock and Option Markets

Sugato Chakravarty, Huseyin Gulen, Stewart Mayhew · The Journal of Finance · 2004 · 782 citations

, , +17

Why do NASDAQ Market Makers Avoid Odd‐Eighth Quotes?

William G. Christie, Paul Schultz · The Journal of Finance · 1994 · 767 citations

, , +15

Determinants of bid-asked spreads in the over-the-counter market

George J. Benston, Robert L. Hagerman · Journal of Financial Economics · 1974 · 596 citations

, , +11

1–5 of 260

Authors

417

  1. JH
    Jeffrey H. Harris

    American University, United States

    6 publications · 1K citations

    6

    h-index

  2. ND
    Neil D. Pearson

    University of Illinois Urbana-Champaign, United States

    6 publications · 684 citations

    6

    h-index

  3. RE
    Robert E. Whaley

    Vanderbilt University, United States

    6 publications · 710 citations

    6

    h-index

  4. TG
    Turan G. Bali

    Georgetown University, United States

    6 publications · 465 citations

    6

    h-index

  5. SM
    Stewart Mayhew

    University of Georgia, United States

    5 publications · 1.2K citations

    5

    h-index

1–5 of 417

Institutions

286

  1. National Bureau of Economic Research

    Cambridge, United States

    12 h-index

    24 publications

    2.7K citations

  2. Vanderbilt University

    Nashville, United States

    8 h-index

    12 publications

    3K citations

  3. University of Illinois Urbana-Champaign

    Urbana, United States

    8 h-index

    11 publications

    1.2K citations

  4. University of Toronto

    Toronto, Canada

    8 h-index

    11 publications

    510 citations

  5. New York University

    New York, United States

    8 h-index

    9 publications

    5.9K citations

  6. Pennsylvania State University

    State College, United States

    7 h-index

    11 publications

    386 citations

  7. Cornell University

    Ithaca, United States

    7 h-index

    7 publications

    958 citations

  8. University of California, Los Angeles

    Los Angeles, United States

    6 h-index

    10 publications

    5.9K citations

1–8 of 286

Venues

  1. The Journal of Finance

    38 publications · 6.7K citations

    32

    h-index

  2. SSRN Electronic Journal

    Repository · 52 publications · 2.3K citations

    25

    h-index

  3. Journal of Futures Markets

    12 publications · 612 citations

    11

    h-index

  4. Journal of Financial and Quantitative Analysis

    JFQA · 10 publications · 2.2K citations

    10

    h-index

  5. Journal of Financial Economics

    8 publications · 8.3K citations

    8

    h-index

1–5