monthly deep-in-the-money calendar spreads

[Windlesham1]

Get the data, do the back testing, paper trade in real time. Write the book, sell the course.

 

[Temujin79]

Can someone show me a working box spread that they have going right now? How about any box spread that is profitable after fees and commission taken into account? European option preferred. thanks

 

[destriero]

Anyone traded this strategy and if so do you have any long term results that you wouldn't mind sharing or just share your thoughts and findings.

Why ITM?

 

[newwurldmn]

Can someone show me a working box spread that they have going right now? How about any box spread that is profitable after fees and commission taken into account? European option preferred. thanks

what does this mean. If you are losing money on a box spread you are an idiot.

 

[Temujin79]

I don't have a box spread going on right now I just want to see a setup.

 

[earth_imperator]

I don't have a box spread going on right now I just want to see a setup.

Here's an example: https://en.wikipedia.org/wiki/Options_spread#Box_spread

 

[Temujin79]

I am selling a few ITM calendar spreads on SPX. What sort of time frame do you guys like to use when selling ITM calendar spreads?