Recent content by markncsu

  1. M

    Double calendar question

    Given your experience in trading options, would you - or anyone else - mind sharing the strategies that have proven to be successful for you? Thanks in advance.
  2. M

    Double calendar question

    Thanks for your response. Could you tell me which variables is the software not taking into account that's causing the incorrect profile?
  3. M

    Double calendar question

    Two calendar spreads (sell front month, buy back), with one spread being below current price and the other above. I'm simulating in thinkorswim using the SPY and can't get the center of the profit curve high enough without pushing breakevens really close.
  4. M

    Double calendar question

    I'm new to double calendars and I'm having a hard time lifting the middle of the "tent" high enough without pushing the breakeven too tight. I think this is due to volatility being low - current IV range on the options are 11-15. I see that simulating a higher IV helps. My understanding was...
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