2.20
Diagonal Call Spread
Options
Neutral
Description
Diagonal Call Spread
Strategy Logic
Strategy 2.20: Short call K1/T1 + Long call K2/T2 (different strikes & expiries).
Parameters
| Parameter | Default Value | Type |
|---|---|---|
| K1 | float | str |
| K2 | float | str |
| T1 | float | str |
| T2 | float | str |
| p1 | float | str |
| p2 | float | str |