Calendar Spread Analyzer
IV ratio analysis for calendar and double-calendar spreads. Compare front-month vs back-month IV to find optimal entry points for time spreads.
What is Calendar Spread Analyzer?
Calendar Spread Analyzer The Calendar Spread Analyzer evaluates all front/back expiration pairs for IV ratio, quality score, term structure shape and Greeks profile to identify optimal calendar spread entries.
Why This Matters for Your Trading
How professional options traders use Calendar Spread Analyzer to find edge.
Find the Best Calendar Automatically
The pair map evaluates every possible front/back combination and scores them by IV ratio, DTE gap and quality. The best pair floats to the top.
Understand Term Structure State
Contango or backwardation at a glance — with the magnitude quantified. Steep contango favours selling calendars; backwardation favours buying.
See the Greeks Before Entry
Full delta, gamma, theta, vega breakdown for each pair. Know exactly how much theta you're collecting, how much vega risk you carry, and your directional lean.
See It in Action
Pair opportunity map: bubble chart of IV ratio vs DTE with quality scores
Greeks breakdown for selected calendar pair
Key Features
Pair Opportunity Map
Bubble chart of IV ratio vs DTE with quality scores
Term Structure Assessment
Contango/backwardation with magnitude
Greeks Breakdown
Delta, gamma, theta, vega per pair
Best Pair Recommendation
Top-scored pair with entry assessment
How It Works
Select ticker
Enter any US stock or ETF
Review data
Analyse the key metrics and charts
Identify signal
Find the actionable insight
Execute
Use the signal to inform your trade
Use Cases
Find pairs in steep contango with high theta and moderate vega. Sell the front leg to capture accelerated decay.
Around earnings, term structure inverts. Use the analyzer to find pairs where post-earnings normalisation will generate profit.
Frequently Asked Questions
What is the pair quality score?
A composite score based on IV ratio magnitude, DTE gap, liquidity of both legs and term structure shape. Higher scores indicate more favourable calendar spread entries.
Does it support double calendars?
Yes. The analyzer evaluates matching strikes across 3+ expirations to identify double-calendar opportunities.
Related Features
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