In the event we want to use calendar spreads, we can have ThetaGang be a little more intelligent when calculating whether to write new positions or roll our current short contracts by computing the net short contracts. In effect, we count the short-dated contracts and subtract any longer-dated positions from those, giving us the net position. We also check that the long strikes are safely higher/lower (put/call) to avoid any traps.
This can be enabled by setting write_when.calculate_net_contracts = true.
In the event we want to use calendar spreads, we can have ThetaGang be a little more intelligent when calculating whether to write new positions or roll our current short contracts by computing the net short contracts. In effect, we count the short-dated contracts and subtract any longer-dated positions from those, giving us the net position. We also check that the long strikes are safely higher/lower (put/call) to avoid any traps.
This can be enabled by setting
write_when.calculate_net_contracts = true.