The Ni's Trading Journal

Ended up taking some more calendars, for the sake of science. Wanted to check how IV moves between 1-week and 2-week out legs. Interestingly, the premium is less than the previous setups.

  1. 36C/33P double calendar spread for BP for $0.20.

  2. 115C/95P double calendar spread for TTWO for $0.45.

  3. 38C/30P double calendar spread for UBER for $0.18.

More discussion about this in the strategy thread for double calendars.

1 Like