A spread option has a payoff that depends on the difference (spread) between two underlying. It is a vanilla option with a spread as an underlying asset. The owner of a spread call option has the right to buy the spread for a fixed amount (the strike) at expiration.

List of symbols

	Value of the spread call option at expiration
	Value of the spead put option at expiration
	Value of the long underlying asset at expiration
	Value of the short underlying asset at expiration
	The spread
K	Strike (excersise) price

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