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OPTIONS
Rolling Straddle
Intraday IV
IV Calendar Comparison
Volatility Skew
PCR vs Index
Volume PCR vs Index
Volume APEX
Volume Exposure (VE)
Option Chain
Decay / Premium Change
Z-Score
Net Drift CE PE Premium
Market Sentiment with Greeks
Delta Exposure (DEX)
Gamma Exposure (GEX)
Vega Exposure (VEX)
Live Max Pain
Open Interest
OI Analysis
Multistrike OI
Strikewise OI
Cumulative OI
OI vs Price
OI Change vs Total OI
Today OI Stats
FII / DII / Pro / Retail
Index Option Position
Index Futures Position
Stock Cash (Cr)
Strategy
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Short Straddle
Iron Butterfly
IV Calendar Comparison
In a calendar strategy, you sell the near-term option with higher IV and buy the longer-term option with lower IV. This setup benefits from faster time decay in the short leg while the long leg retains more value.
Type
ATM Straddle
ATM CE
ATM PE
Strikes
CE PE Strikes
0CE
0PE
1m
2m
3m
5m
15m
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