Calendar spread analytics across expiries
The Calendar Spread tool aligns near and far expiry snapshots for the same instrument and strike so net premium, IV term edge, theta, vega, open interest and volume can be read on one timeline.
Calendars need two listed expiries. Confirm strikes, lot ratios and margin before trading; last traded prices may differ from executable quotes.
Related JustTicks tools: Spread Price, Strangle Price, IV Term Structure
CRUDEOILM calendar spread analysis
Compare near and far expiries across premium, IV, Greeks and liquidity.
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How to read this chart
Three things to check before you trade off the numbers.
Near and far legs
A long calendar sells the near expiry and buys the far expiry. Use the same strike and option type for a calendar; different strikes create a diagonal spread.
Read the net premium
Net premium is far lots × far premium minus near lots × near premium. Positive values are debits; negative values are credits. Lot ratios affect the position’s exposure.
Decay, volatility and replay
Switch chart views to inspect premium, theta, IV or liquidity. Replay moves through aligned snapshots. Theta is a modelled estimate, not guaranteed daily P&L.
About the CRUDEOILM Calendar Spread Analytics
Calendar Spread Analytics compares two CRUDEOILM expiries at the same strike: it sells the near expiry and buys the far expiry, then shows the net premium, the IV term edge and the net theta and vega of the combination for MCX Crude Oil Mini.
Choose call, put or straddle calendars, set the lots on each leg, and pick a structure preset. A decay monitor shows the modelled daily theta of each leg, and the expiry-paired strike ladder lists every common strike with premium, IV, open interest, liquidity and a plain-language market read.
What this page shows
- Near and far expiry premium and the net debit or credit
- IV term edge (far IV minus near IV) and net theta and vega
- Daily decay of each leg and net carry
- Expiry-paired strike ladder with open interest and liquidity
Read how each metric is built in Calendar spread in Nifty.
Frequently asked questions
What is a calendar spread?
A calendar spread sells an option in a nearer expiry and buys the same strike and type in a later expiry on CRUDEOILM. It aims to use the faster decay of the near option while keeping exposure to implied volatility through the far one.
What does the IV term edge show?
It is the far-expiry implied volatility minus the near-expiry implied volatility at the strike. A negative figure means the near leg is priced at a higher volatility, which is common around events.
Are theta and vega exact?
No. They are modelled estimates from the option chain greeks for each expiry. They describe sensitivity and are not guaranteed profit or loss.
Premiums are built from last traded prices, which can differ from executable quotes, and exclude brokerage, taxes and slippage. The page describes market data and is not investment advice.