ARTIFICIAL STRADDLE

Domain	Definition
Finance	Ratio write established by buying options with the same type, the same striking price and the same expiration date and selling short / buying a smaller amount of the underlying asset. Source: European Union. (references)
	A ratio write established by buying options with the same type, the same striking price and the same expiration date and selling short/buying a smaller amount of the underlying asset. Source: European Union. (references)
Source: compiled by the editor from various references; see credits.

Language		Translations for "ARTIFICIAL STRADDLE"; alternative meanings/domain in parentheses.
French		reverse ratio write. (various references)

German		Reverse Ratio Write (ratio write back-spread, reverse hedge, reverse option hedge, reverse ratio write, simulated straddle), Reverse Hedge (ratio write back-spread, reverse hedge, reverse option hedge, reverse ratio write, simulated straddle). (various references)

Italian		simulated straddle (ratio write back-spread, reverse hedge, reverse option hedge, reverse ratio write, simulated straddle), reverse hedge (ratio write back-spread, reverse hedge, reverse option hedge, reverse ratio write, simulated straddle). (various references)

Pig Latin		artificialay addlestray
Source: compiled by the editor from various translation references.

Specialty Definition: ARTIFICIAL STRADDLE