Learn about the long jelly roll, which is an option strategy that exploits pricing differences in options to achieve arbitrage gains with varying expiration dates.

In options trading, a roll down changes an option position to a lower strike price, often used when expecting falling prices. Learn how this strategy works.

CHICAGO (Reuters) - Traders have been busy rolling their bullish or bearish positions in stocks during Friday's monthly expiration of August options. Many investors are rolling positions forward to ...

In a recent study, we noticed that options liquidity is concentrated close to expiry as traders close out and roll, instead of taking delivery, on expiring positions. However, for a hedger, that ...