What Is a 'Long Position' in Derivatives Trading? ⎊ Path

What Is a ‘Long Position’ in Derivatives Trading?

A long position is a market bet that the price of the underlying asset will rise. In a futures contract, a long position is the obligation to buy the asset at the contract price.

In an option, buying a call option is a long position. The holder profits if the asset's price increases above the entry or strike price.

Explain the Concept of “Synthetic Options” and How They Are Constructed Using the Underlying Asset and Other Derivatives

Explain the Concept of ‘Leverage’ in Derivatives Trading

What Is the Profit Profile of a Synthetic Long Asset Position?

How Does Margin Trading Work with Cryptocurrency Derivatives?

What Is the Synthetic Position Created by Combining a Long Call and a Short Put?

How Does an ETF’S’creation and redemption’Mechanism Impact the Underlying Asset’s Price?

How Does a Deep ITM Put Option’s Delta Behave as the Underlying Price Increases?

What Is the “Long-Range Attack” Risk Related to MEV in PoS?

Glossar

Long Position

Definition ⎊ A long position represents the purchase of a financial instrument, such as a cryptocurrency, stock, or derivative contract, with the expectation that its price will increase.