Rolling Up a Put Option as Prices Increase
MetadataShow full item record
Agricultural producers use put options to protect themselves against declining prices. The technique of "rolling up a put option, explained in this publication, allows the producer to raise the minimum expected selling price of a put option. Detailed examples are given for using this marketing method.
Johnson, Jason; Polk, Wade (2008). Rolling Up a Put Option as Prices Increase. Available electronically from