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theta decay

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

double calendar spread, rectangle, SPY, theta capture, theta decay

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