Vega of calendars

Discussion in 'Options' started by LM3886, Jul 16, 2021.

  1. taowave

    taowave

    I always find it interesting how traders intuitively break down positions..You look at a 1x3x2 as a ratio spread and a backspread. I look at it as long 1 vertical and short two (higher/lower) vertical spreads.

    I tend to break it down so it's simple for me to know max risk and max reward without overheating:)



     
    #41     Jul 19, 2021
    guru and MrMuppet like this.