Vertical Roll Spreading

[tricolore]

Hey Folks,

I'm new to spreading.

Here's the most recent spread, I set up from bloomberg.
M 435 <--link here


I'm trying to figure out on how bloomberg automatically calculates my max Loss and Gain from the Graph below, by hand.

I know I'm making money, but I like to know how bloomberg terminal calculates it.
(In essence, how much can I make if I close out my position now!)

Let me know what you guys/gals think.

James

 

[doug reich]

I don't have a terminal to play with, but it looks like it is only looking at the options expiration dates. Try changing the Evaluation dates on the second screen to be, say, tomorrow and see what happens. You might also try Help-Help to ask the help(less) desk.