Synthetic futures
	• Is a position constructed with options which have the same strike price and same expiration. It can be either long or short. A long synthetic futures position consists of a purchased a call and a sold a put. A short synthetic futures position consists of a sold call and a purchased put. It is a part of the conversion and reverse conversion strategies.
	Embedded terms in definition
	Call Conversion Expiration Futures Long Options Position Purchased put Put Reverse conversion Reverse Short Sold call Strike price
	Related Terms
	Deferred futures Futures Futures commission merchant Futures contract Futures contract equivalency Futures contract multiple Futures contracts Futures market Futures option Futures price London international financial futures exchange Most distant futures contract National futures association Nearby futures contract Next futures contract Red futures contract month Spot futures parity theorem Synthetic long call Synthetic long put Synthetic long straddle Synthetic short call Synthetic short put Synthetic short straddle Theoretical futures price

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