Calendar vs Diagonal Spreads: What Changes
Calendar vs diagonal spreads: same short call, one different long strike. See what moving that long strike does to net delta and to the payoff shape.
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Calendar vs diagonal spreads: same short call, one different long strike. See what moving that long strike does to net delta and to the payoff shape.
A calendar spread sells the near dated option and buys the longer dated one at the same strike. See the term structure and greeks data that sits behind it.