Advanced Options Strategies Virtual Workshop | Calendar Spreads | 7-23-25 скачать в хорошем качестве

Advanced Options Strategies Virtual Workshop | Calendar Spreads | 7-23-25

Advanced Options Strategies Virtual Workshop | Calendar Spreads | 7-23-25 Characteristics and Risks of Standardized Options. https://bit.ly/2v9tH6D Welcome to our four-part series of the Advanced Options Strategies virtual workshop, designed to build on strategies learned in the Options Strategies virtual workshop series.  This event is designed to be for those with a solid understanding of options looking to explore more advanced strategies. Each of these virtual sessions will be 90 minutes long, moderated by the event managers and taught by an education coach. We welcome you to join one or all of the sessions.  Part 3 of 4: Advanced Options Strategies Virtual Workshop: Calendar Spreads In part three of this four-part series, you’ll learn how to combine a long option and a short option at the same strike but different expiration dates to create a calendar spread.  We will see how the short option helps reduce the cost of the long option, and why that is a desired outcome. Key Takeaways: Learn about the benefits of time spreads and when to use them Understand the importance of Option Greeks in defining the calendar spread Discover how a short option helps offset the cost of a long option in this strategy Learn the mechanics of placing this trade in the thinkorswim platform Learning Outcome:  After this session, you will have a basic working knowledge of how to use calendar spreads.  Additionally, you’ll learn about the potential to sell multiple short options over time, to continue to take advantage of time decay for the duration of the long option expiration. Options carry a high level of risk and are not suitable for all investors. Certain requirements must be met to trade options through Schwab. Please read the Options Disclosure Document titled "Characteristics and Risks of Standardized Options" before considering any option transaction.