Replies to post #23498 on Cycle Trading

[dotnet]

One thing I did not understand is your spread width is 1$ and how did you get the gains in other post.
If it's -5% how will you get that gain.

[dotnet]

I think i am understanding this strategy now. basically getting the time value of the short one until the long one becomes free. if it runs past your strikes time value is gone for the short one and the long one will have time value and intrinsic value which gives good gains....