How does a Calendar Spread profit from time decay?
The short-term option decays faster than the long-term option. If the underlying stays near the strike, the short option expires worthless while the long option retains significant value.
A Calendar Spread (also called a Time Spread) sells a near-term option and buys a longer-term option at the same strike. It profits from the faster time decay of the short-term option.
Calculate This StrategyThe short-term option decays faster than the long-term option. If the underlying stays near the strike, the short option expires worthless while the long option retains significant value.
At the near-term expiration, the short option expires. The trader is left with the long-term option and can choose to exit, hold, or sell another short-term option against it.
Explore similar approaches and alternatives to find the best fit for your market outlook.
Different ways to achieve similar or opposite goals
Moderately bullish
A Bull Call Spread buys one call at a lower strike and sells one call at a higher strike with the same expiration. Both risk and profit potential are defined at entry, and the net cost is lower than buying a call outright.
Neutral (range-bound)
An Iron Condor combines a bull put spread and a bear call spread. It profits when the underlying stays within a defined range between the short strikes, collecting premium from all four options.
Easier strategies with fewer legs
Educational use only. Options involve risk and this calculator does not provide investment advice or guarantee an outcome.