Calendar Straddle - Components
Buy Long Term Straddle while Writing Near Term Short Straddle
Buy Long Term ATM Call & Put + Sell Near Term ATM Call & Put
Calendar Straddle - Expectation
Stagnant and Volatile
Calendar Straddle - Risk / Reward
Maximum Profit: Limited
Maximum Loss: Limited
Calendar Straddle - Breakeven Point
To be determined by Black-Scholes Model
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