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The Impact of Time on Calendar Spreads

Explore how calendar spreads profit as expiration approaches.

0:19 - Expansion Of Time Spread Function
0:28 - Differing Theta Profiles
2:55 - Implied Volatility Movement Effects
3:12 - Vega Amounts On Options
3:30 - Vega Correlation To Duration Or Time

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The Impact of Time on Calendar Spreads

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