SDX Commodities Help > Supported Instruments > Asian Strip Strategy

Asian Strip Strategy

An Asian strip strategy is simply a series of Asian strategies all with the same strike but each with a different expiry date.

You can price any of the following:

Asian Strip Call Spread (acspst)

This is simply a strip of Asian Call Spread instruments.

Asian Strip Put Spread (apspst)

This is simply a strip of Asian Put Spread instruments.

Asian Strip Collar (acolst)

This is simply a strip of Asian Collar instruments.

Asian Strip Two Leg (a2legst)

This is simply a strip of Asian Two Leg instruments.

Asian Strip Strangle (astrst)

This is simply a strip of Asian Strangle instruments.

Asian Strip Calendar Spread (acalst)

This is simply a strip of Asian Calendar instruments.