jelly roll

Meaning

A cylindrical cake containing jelly (jam), often called a Swiss roll.
an overweight person.
The female genitalia, sexual intercourse, or a lover.
a male hairstyle, common in the 1950s USA, a roll of greased hair longitudinally aligned front to back at the middle of the head
An options position consisting of two calls and two puts, which can be seen as a combination of synthetic long and short positions with different expiries, or a combination of a put time spread and a call time spread.

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