Find the word definition

Wiktionary
calendar spread

n. (context finance English) an options strategy or position involving the simultaneous purchase and sale of options of the same class and strike price but with different expiration dates

Wikipedia
Calendar spread

In finance, a calendar spread (also called a time spread or horizontal spread) is a spread trade involving the simultaneous purchase of futures or options expiring on a particular date and the sale of the same instrument expiring on another date. The legs of the spread vary only in expiration date; they are based on the same underlying market and strike price.

The usual case involves the purchase of futures or options expiring in a more distant month and the sale of futures or options in a more nearby month.

Usage examples of "calendar spread".

Caron sat cross-legged on the floor, a calendar spread in front of her.

Dressed in a baseball cap and a white one-piece suit that fit her like damp tissue paper, she could have been a supermodel posing for a calendar spread.