BTO Oct26/Nov16 106 double calendar @ 2.15.
The time range on this calendar is longer than I’ve been doing. Experimenting with this to see how the DubCal performs if the longs are in an expiration where volatility won’t collapse. This position opens with 80%+ vol on the shorts and 40% vol on the longs. A vol collapse on the shorts with stock price staying between 98 and 115 has good profit potential.
Options Bistro 