Long Call Calendar Spread
Description
Selling a near-term Call and buying a long-term Call.
Trading Logic
Profits from the difference in time decay.
Practical Example
Stock at $100. Sell near-term $100C, buy long-term $100C. Net debit: $5.
P/L Curve
Chart Description
- X-Axis: Stock price at expiration
- Y-Axis: Expected P/L ($)
- Green area: Profit; Red area: Loss