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Call Calendar Spread

Features

visibility
View
Neutral
currency_exchange
Premium
Net Credit
currency_rupee
Margin
Less than 50000
percent
POP
Less than 50%
dangerous
Max Loss
Limited
payments
Max Profit
Limited

Rules

  • Nifty and Bank Nifty only
  • Instead of ATM, OTM can be used
caution

Increase in IV increases profit and vice versa

Legs

S
ATM
CE
1
Weekly Expiry
B
ATM
CE
1
Monthly Expiry

Adjustments

Example