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+Glossary 965 
+calls may be used. A calendar combination is a strategy that consists of a call cal­
+endar spread and a put calendar spread at the same time. The striking prices of 
+the calls would be higher than the striking prices of the puts. A calendar straddle 
+consists of selling a near-term straddle and buying a longer-term straddle, both 
+with the same striking price. 
+Calendar Straddle or Combination: see Calendar spread. 
+Call: an option that gives the holder the right to buy the underlying security at a 
+specified price for a certain, fixed period of time. See also Put. 
+Call Price: the price at which a bond or preferred stock may be called in by the issu­
+ing corporation; see Redemption Price. 
+Capitalization-Weighted Index: a stock index that is computed by adding the cap­
+italizations (float times price) of each individual stock in the index, and then divid­
+ing by the divisor. The stocks with the largest market values have the heaviest 
+weighting in the index. See also Divisor, Float, Price-Weighted Index. 
+Carrying Cost: the interest expense on a debit balance created by establishing a 
+position. 
+Cash- Based: Referring to an option or future that is settled in cash when exercised 
+or assigned. No physical entity, either stock or commodity, is received or delivered. 
+CBOE: the Chicago Board Options Exchange; the first national exchange to trade 
+listed stock options. 
+Circuit Breaker: a limit applied to the trading of index futures contracts designed 
+to keep the stock market from crashing. 
+Class: a term used to refer to all put and call contracts on the same underlying secu­
+rity. 
+Closing Transaction: a trade that reduces an investor's position. Closing buy trans­
+actions reduce short positions and closing sell transactions reduce long positions. 
+See also Opening Transaction. 
+Collateral: the loan value of marginable securities; generally used to finance the 
+writing of uncovered options. 
+Combination: (1) any position involving both put and call options that is not a strad­
+dle. See also Straddle. (2) the name given to the trade at expiration whereby an 
+arbitrageur rolls his options from one month to the next. For example, if he sells 
+his synthetic long stock position in June and reestablishes it by buying a synthetic 
+long stock position in September, the entire four-sided trade is called a combina­
+tion by floor traders. See also Straddle, Strangle.