Double Calendar Spread Strategy

Double Calendar Spread Strategy. How to build a double calendar spread. The success of a calendar spread strategy depends on the difference in time decay between the two options.


Double Calendar Spread Strategy

In this video, we go over an example of a double calendar option spread strategy. The double calendar is a combination of two calendar spreads.

The Usual Setup Is To Sell The Front Month Options And Buy The Back.

Shifts in the expiration line.

Close The Calendar Nearest Price.

While this spread is fairly advanced, it’s also.

We Have Used This Strategy A Couple.

Images References :

One Put And One Call.

The strike price of both options must be the same.

02/23/2015 8:00 Am Est • 5 Min Read.

It combines elements of these two.

Shifts In The Expiration Line.