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Hi, thanks for you message. Any idea how to adjust this position in an adverse scenario like the one I presented above? Thanks. ;)

Hi all, I was looking at the calendar backspread strategy. If done with calls, it could be: - short 1 call strike A maturing in Oct - long 2 calls strike B maturing in Nov with A<B. The position is long vega and profits if at Oct expiration the underlying is below A or well above B. Now...