Calendar Spread Arbitrage
Long the near quarterly contract and short the far quarterly contract (or the reverse) to capture the difference in contango between expiries — the term structure of the futures basis.
Calendar spreads isolate the shape of the futures curve: the spread between two delivery contracts of the same asset with different expiry dates. Trade the curve, not the direction.
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Calendar spread opportunities
Server-side rows
Asset↕ | Near Price↕ | Far Price↕ | Near Expiry↕ | Far Expiry↕ | Spread↕ | Annualized↕ | Actions↕ |
|---|---|---|---|---|---|---|---|
SOL | $122.50 | $123.39 | 2026-12-25T08:00:00.000Z | 2027-03-26T08:00:00.000Z | 0.7265% | 2.9141% | |
XRP | $1.53 | $1.52 | 2026-12-25T08:00:00.000Z | 2031-04-04T08:00:00.000Z | -0.7122% | -0.1665% | |
BNB | $804.62 | $795.60 | 2026-12-25T08:00:00.000Z | 2031-05-23T08:00:00.000Z | -1.1210% | -0.2541% |
How calendar spreads work
Buy the near expiry and sell the far expiry (or the reverse). The spread captures the slope of the futures curve and is largely market-neutral to the underlying price.
What to watch
Term structure flips between contango and backwardation around delivery dates and macro events. Roll risk and margin requirements on both legs matter.