UDS - Extension for Recursive Spreads

A recursive expiration extension follows these rules:

  • The leg which has the earliest expiration controls the extension of the entire spread.

  • If the leg expiration of the recursive spread is extended, all legs in the user defined recursive spread are extended

A covered options spread expires at the end of the trading session in which it has been created.




How was your Client Systems Wiki Experience? Submit Feedback

Copyright © 2024 CME Group Inc. All rights reserved.