Jelly Roll is a roll that a trader does using synthetic Forward Contracts (q. V.). Each synthetic Forward Contract consists of a long call and a short put, on the same underlying instrument, with the same strike and expiration.
Barry Goldsmith
| APA | Barry Goldsmith. (2010). jelly roll. Retrieved September 20, 2026, from http://smartdefine.org/jelly_roll/definitions/1156659 |
| Chicago | Barry Goldsmith. 2010. "jelly roll" http://smartdefine.org/jelly_roll/definitions/1156659 (accessed September 20, 2026). |
| Harvard | Barry Goldsmith 2010, jelly roll, Smart Define, viewed 20 September, 2026, <http://smartdefine.org/jelly_roll/definitions/1156659>. |
| MLA | Barry Goldsmith. "jelly roll" 21 October 2010. Web. 20 September 2026. <http://smartdefine.org/jelly_roll/definitions/1156659> |