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Options Glossary - Most Used Terms


Conversion

A strategy in which a long put and a short call with the same strike price and expiration are combined with long stock to lock in a nearly risk less profit. The process of executing these three-sided trades is sometimes called conversion arbitrage.

See Also:

Conversion Arbitrage: A riskless transaction in which the arbitrageur buys the underlying security, buys a put, and sells a call. The options have the same terms.

Reversal/Reverse conversion: An investment strategy used by professional option traders in which a short put and long call with the same strike price and expiration are combined with short stock to lock in a nearly riskless profit. For example, selling short 100 shares of XYZ stock, buying 1 XYZ May 60 call, and writing 1 XYZ May 60 put at favorable prices. The process of executing these three-sided trades is sometimes called 'reversal arbitrage.'

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