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A long calendar spread with calls is created by buying one “longer-term” call and selling one “shorter-term” call with the same strike price. This strategy is established for a net debit (net cost), and both the profit potential and risk are limited. The maximum profit is realized if the stock price is equal to the strike price of the calls on the expiration date of the short call, and the maximum risk is realized if the stock price moves sharply away from the strike price.

SPEAKERAnkit Rawattrainer , Quantsapp

Seasoned derivatives expert with over 6 years of experience across equities, derivatives, and commodities markets. With a proven track record of successful trading and deep market insights.

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