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Are SPX call diagonals/calendars worth it? IV crush
Investor summaryNeutral
Author questions if vega-positive call strategies like diagonals/calendars work on SPX since IV typically drops when the market rises.
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I am just wondering, for puts it makes sense since these strategies are vega positive and when market goes down IV goes up for puts, but what about the call side?
Does SPX calls IV go up if SPX goes up? I would say calls IV go down and diagonals and calendars lose value, so is it worth it to run vega positive strategies for calls?
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