All guides

Calendar & Diagonal Spreads

Not tracked in the app yet

Selling a near-dated option against a longer-dated one — the family the PMCC belongs to.

2 min read

Calendars and diagonals both sell a short-dated option against a longer-dated one on the same stock. The difference is one line:

  • Calendar spread — same strike, different expirations.
  • Diagonal spread — different strike and different expiration.

If you've read the poor man's covered call, you've already met a diagonal: a long LEAPS call with a short near-dated call against it is exactly that. The PMCC is the best-known member of this family, dressed up with a friendlier name.

Why they work

Near-dated options lose value faster than long-dated ones. Selling the fast-decaying one and holding the slow-decaying one means the position gains value simply from time passing, provided the stock cooperates. It's the same theta edge the wheel runs on, expressed as a spread instead of against collateral.

A calendar at the money

Stock at $100.

Sell the 30-day $100 call: +$2.50

Buy the 90-day $100 call: $4.50

Net debit: $200 — that's also the max loss.

Best case: the stock sits at $100 for 30 days. The short call expires worthless, you keep a long call still worth most of its $4.50.

You can then sell another 30-day call against it, and repeat.

What makes them awkward

Two legs, two volatilities, two expirations

A calendar is long vega on the far leg and short vega on the near one, so a volatility shift can move the position in ways that have nothing to do with the stock price. It also has a profit peak rather than a profit range — maximum gain sits right at the strike, and moving too far in either direction loses money. That's the opposite of the wheel, where being wrong slowly is survivable.

There's a practical trap too: if the short leg is assigned, the long leg doesn't automatically satisfy it — you're left with a stock position against a long option, which is not what you signed up for and often gets closed by the broker at an unhelpful price. See assignment.

Not tracked as positions yet

The PMCC calculator does handle the one diagonal used as a covered-call substitute, so that specific case is covered. Calendars and diagonals in general can't be logged as positions yet.

Educational only

Nothing here is investment, financial, or tax advice. Options carry risk, including losing more than the premium collected, and the examples use round numbers to show the mechanics rather than to suggest a trade. Read risk and position sizing before putting real money behind any of it.