Calendar Spreads: Profiting from the Passage of Time
An introduction to calendar spreads, a unique options strategy that profits from the differential decay of time value between two options with different expiration dates.
An introduction to calendar spreads, a unique options strategy that profits from the differential decay of time value between two options with different expiration dates.
Explore the concepts of Theta (time decay) and Vega (volatility sensitivity), two critical components of an option's price.