← Back to Templates


Calendar Straddle
Description
Pairs a short near dated straddle with a longer dated straddle at the same strike, so the position is short the front month call and put and long the back month pair.
All four legs are quoted from bid and ask, the net debit is totalled, and the underlying's last price and previous close show how close the common strike sits to the money. Faster decay in the near contracts than the far ones is the mechanism the trade relies on, and both expirations stay side by side so it can be tracked.
Template Screenshots
Get Access to 1 Billion Usable Market data points IN YOUR EXCEL SHEETS WITH EASY TO USE EXCEL FUNCTIONS
Get started today
▶
How does MarketXLS work? Watch Demo
Similar Templates
No similar templates found