Hi, I have been doing some research around Theta decay and I have a question around Theta decay. Assume the two following points: 1) want to take advantage of Theta Decay i.e. your position increases as time progresses. 2) However, I want to be as neutral possible on delta/gamma without using the underlying stock/futures i.e. I want to be Delta/Gamma neutral only using options. Is there any way to meet this two criteria without using Calendar spreads? I know that Theta decay differs based on ATM Versus ITM/OTM options but I was wondering what other strategies exist to meet the above two criteria without using Calendar spreads.