double calendar spread

4 Jun 2018

Closure Of SPY Double Calendar

by hedgopia | posted in: Derivatives, Equities, Technicals | 0

SPY (SPDR S&P 500 ETF) closed at $273.60 last Friday. It is a decision time as relates to the double calendar spread hypothetically initiated last week. The spread – short June 1 273 call/long June 8 273 call/short June 1 … Continued

29 May 2018

SPY Stuck Within Box Last 2 Weeks – Double Calendar Spread For Theta Capture

by hedgopia | posted in: Credit, Derivatives, Equities, Technicals | 0

SPY has broken out of late-January trend line, but acts lethargic, even as short-term technicals are in overbought territory. Options can help. Since the bull market began in March 2009, time and again shorts have lent a helping hand to … Continued