Recent content by freshtrax

I agree that there are lots of potential calendars at present because IV is high and this in turn produces lots of skews. When you mentioned this as an earnings play, how do you see this working. To me it would seem that you don't want the stock to move but just the volatility to drop which it...

IV plays on calendars work well if you enter the spread with a big IV skew. If the IV collapses the front month price drops far more than the back month.