Put Calendar Spread
PCALPCAL-E2_E1-X1Buy far-dated put, sell near-dated put (same strike).
Profits from accelerating theta on the near-dated short and from forward-vol expansion.
Pick two expiries and 1 strike to build the combo.
Buy far-dated put, sell near-dated put (same strike).
Profits from accelerating theta on the near-dated short and from forward-vol expansion.
Pick two expiries and 1 strike to build the combo.