Day 113 — Two Calendars, One Goal: Letting Theta Work

Today was about quiet execution — two different double-calendar setups, both aligned with the plan but executed at different times of day.
After multiple weeks of early exits, I wanted to reinforce patience and give the trades enough room for overnight theta decay to work.


💼 Trade 1 — 9/23 DTE Double Calendar (Opened Morning)

ParameterDetail
Opened OnMon Nov 3 2025 · 9:36 AM
UnderlyingSPX @ 6865
Net Debit76.00
Current Value76.05
Lot Size2 contracts
P/L+$10 (+0.1 %)
StatusOpen — Holding Overnight
ExpirationStrikeTypeActionQtyPrice
Nov 126760PSTO224.89 cr
Nov 126960CSTO218.34 cr
Nov 266760PBTO261.09 db
Nov 266960CBTO258.14 db

This setup captured a smooth implied-volatility structure — ideal for slow theta accrual.
Instead of closing early for a negligible gain, I’m keeping it open through the overnight cycle to test how this longer-dated calendar behaves mid-cycle.


💼 Trade 2 — 2/7 DTE Double Calendar (Opened Afternoon)

ParameterDetail
Opened OnMon Nov 3 2025 · 3:01 PM
UnderlyingSPX @ 6857
Net Debit30.85
Current Value31.45
Lot Size9 contracts
P/L+$540 (+1.9 %)
StatusOpen — Holding Overnight
ExpirationStrikeTypeActionQtyPrice
Nov 56795PSTO98.30 cr
Nov 56905CSTO95.80 cr
Nov 106795PBTO922.57 db
Nov 106905CBTO922.38 db

This one followed the standard automation schedule — a clean Monday 2/7 entry near the center of the range.
Instead of grabbing the quick 2% gain, I decided to let the system’s edge — time decay + volatility stability — play out overnight.


🧠 Reflection

Both positions reinforce the same lesson: discipline isn’t about finding more trades; it’s about giving good ones time to work.
The temptation to exit early is always there — especially when you see green numbers on the screen — but true consistency means staying mechanical.

Whether tomorrow brings a gain or a loss, the act of sticking to process builds trust in the system.

“Small decisions, repeated with discipline, compound into confidence.”

⚠️ Disclaimer


The information presented in this blog post is for educational and informational purposes only and is not intended as financial or investment advice. I am not a licensed financial advisor. All trading strategies discussed reflect my personal experience and are not recommendations to buy or sell any security or derivative.

Trading financial instruments such as options, futures, or stocks involves significant risk and may not be suitable for all investors. You should conduct your own research, consider your financial situation, and consult with a licensed financial advisor before making any investment decisions.

Past performance is not indicative of future results. Use of this information is at your own risk.

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