jelly roll

(US) A cylindrical cake containing jelly (jam), often called a Swiss roll.

(derogatory, slang) an overweight person.

(by extension, US slang) 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

(finance) 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.