What is the point of doing a Calendar Spread?

I wish i had access to historical option closing prices. That way we can do a comparison between the 2 strategies.

 

RGLD: Do you have TOS and Excel?

 

I have scottrade pro and excel.

 

With TOS, you can RTD to Excel, and can manually set date/time to access historical data. (Excel is there only to allow automation of the data you access)

 

I wonder if scottrade has it too. Scott pro was made as an advanced options platform to compete with TOS. So I'd be surpised if they didnt have this as well.

 

The horizontal takes advantage of how the vol curve could evolve. Not a big source of risk/return, but a keen optimization of the desired exposure. You might also be able to make a new spread with a nice positioning after the front month goes into expiration...morphing the exposure.

Some days, I question all the trouble that I make for myself.

 

To my knowledge, TOS is only broker that supports RTD. And is only broker supporting historic data via RTD. You can purchase data from Livevol (and perhaps others), that may result in less work.

 

Do you mean an excel link?

 

Robert:
The "link" is via RTD. Example formula in Excel is: =RTD("tos.rtd",,"BID",".SPXW161227P2550")

 

Silexx OEMS has an Excel DDE link.