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    Calendar spreads

    Jim, I love your thinking but if we look from the psychological point of view, then what you said "The VIX doesn't cause anything" called for interpretation. VIX is mean reverting, which means that if enough traders believe and act on their believes, as soon as SPX start going down, they...
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    Calendar spreads

    Jim, I don't think the initial price increase or reduce anything, its just the debit/ cost of the trade, VIX or higher volatility (market going down) is what increases the width of the structure and obviously lower volatility (market gong up) is when the structure gets smaller. Of course it does...
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    Calendar spreads

    Can't wait and thanks for helping, I think the first question to ask ourselves is: What conditions the SPX has to be for us to consider opening Calendar in the first place, or we should we look for something else for a signal?
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    Calendar spreads

    If we define the width only for 1 day, then the IV may have little effect on the legs either front or back one as they will be very close to each other. As far as SKEW, I meant the tail risk in the SPX 500 over the 30 days OTM put options. What you are referring is the structure skew/ spread as...
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    Calendar spreads

    Jim and Marcas, thank you very much for taking interest to answer my questions: So to make it as simple and easy to understand Calendars, lets have few details as static value. The platform that I am using is ONE (Option Net Explorer). 1. The underlying for our Calendar is SPX, 2. Calendar is...
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    Calendar spreads

    My questions to all of you are: - How to figure out if the back leg will not be moving against us when opening new position? - How to correlate what DTE to use on what VIX level, is there a kind of positive relationship or something? - When the trade is open strike or two under the ATM, on the...
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    Calendar spreads

    Aeromir Discord is not very active, except that looks like there is a guy promoting his trades
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    Calendar spreads

    Markus, I myself spent 1 year with Dan Sheridan, learning calendars then come over here and bought Mark's course, but hoping to continue to get into the details of these nice trades, as sometimes they work, sometimes they don't. My thinking is that it has to do with the SKEW as well as VIX...
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