{"iri":"https://spec.edmcouncil.org/fibo/ontology/DER/DerivativesContracts/Options/RiskReversal","label":"risk reversal","definition":"option trading strategy that consists of being short (selling) an out of the money put and being long (i.e., buying) an out of the money call, both with the same maturity","license":"https://spdx.org/licenses/MIT","source":"fibo","source_url":"https://spec.edmcouncil.org/fibo/"}