LaTeX prettify spreads

docs/6.option_structures.md

@@ -206,9 +206,9 @@ Choose two strike prices `$K_1$` and `$K_2$`.
 
 For a bull spread:
 
-1. Buy one call option with a strike price `K_1`.
+1. Buy one call option with a strike price `$K_1$`.
 
-2. Sell one call option with a strike price `K_2`.
+2. Sell one call option with a strike price `$K_2$`.
 
 It must hold that `$K_1 < K_2$`.
 
@@ -227,9 +227,9 @@ bull_spread.delta()  ## 0.2202
 
 For a bear spread:
 
-1. Buy one put option with a strike price `K_1`.
+1. Buy one put option with a strike price `$K_1$`.
 
-2. Sell one put option with a strike price `K_2`.
+2. Sell one put option with a strike price `$K_2$`.
 
 It must hold that `$K_1 > K_2$`.
 
@@ -247,9 +247,13 @@ bear_spread.delta()  ## -0.2202
 
 For a calendar call spread:
 
-1. Buy one call option with a time to maturity `T_1` and strike price `K_1`. If `K_1 != K_2` we call it a diagonal spread. If `K_1 == K_2` we call it a horizontal spread.
+1. Buy one call option with a time to maturity `$T_1$` and strike price `$K_1$`. 
 
-2. Sell one call option with a time to maturity `T_2` and strike price `K_2`.
+2. Sell one call option with a time to maturity `$T_2$` and strike price `$K_2$`.
+
+If `$K_1 \neq K_2$` we call it a diagonal call spread. 
+
+If `$K_1 = K_2$` we call it a horizontal call spread.
 
 It must hold that `$T_1 > T_2$`.
 
@@ -268,9 +272,13 @@ calendar_call_spread.delta()  ## 0.1543
 
 For a calendar put spread:
 
-1. Buy one put option with a time to maturity `T_1` and strike price `K_1`. If `K_1 != K_2` we call it a diagonal spread. If `K_1 == K_2` we call it a horizontal spread.
+1. Buy one put option with a time to maturity `$T_1$` and strike price `$K_1$`. 
+
+2. Sell one put option with a time to maturity `$T_2$` and strike price `$K_2$`.
+
+If `$K_1 \neq K_2$` we call it a diagonal put spread. 
 
-2. Sell one put option with a time to maturity `T_2` and strike price `K_2`.
+If `$K_1 = K_2$` we call it a horizontal put spread.
 
 It must hold that `$T_1 > T_2$`.