E-142: Rolling Up a Put Option as Prices Increase
rolling up a put option as prices increase information sheet

210550, 15; 222550, 85;
Publication Date: 2008 Sept
Email: mwaller@tamu.edu

Product Code: E-142

Free electronic download only. 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. (4 pp.) By: Wade Polk, Jason Johnson