Hi guys, I am paper trading and experimenting with various spreads. I tried this diagonal spread: Long Dec 660 call filled at 52.30 Short Nov 665 call filled at 43.35 Here is the calculated theoretical result using these values: http://opcalc.com/1NPu According to which the initial balance should be positive. But in reality the long call is at 0.10% gain (Current bid is 52.15 and ask is 52.55) And the short call is at -0.88% loss (current bid is 43.55 and ask is 43.90) So the total loss is about 0.78%. Could you explain this? Did I do something wrong?