Strategies / Calendar spreads

Open-source Calendar spreads bots

Selling a near-dated option and buying a longer-dated option at the same strike. Often used around events where implied volatility is expected to fall.

2 listed repos, ordered by grade. A grade is not a measure of whether the strategy or the bot makes money.

• A 86/100 Reviewed

  tfrmma/options-vrp-harvester

  Options trading bot for Derive.xyz. Captures volatility risk premium by selling short-dated Iron Condors (7-14 DTE) while recycling a portion of the premium into long Calendar Spreads (30-45 DTE) as tail hedges. Includes risk management with circuit breakers, VRP-based signals, and a terminal dashboard. Supports both paper and live modes.

  Bot Volatility harvestingIron condorCalendar spreads Derive MIT Risk limits + kill switch Paper mode Last commit 2026-07-07
• A 85/100 Reviewed

  ProgramComputer/earnings-trade-automation

  Automated Python trading bot for earnings calendar spread options with Kelly Criterion, Alpaca API integration, and Google Sheets tracking.

  Bot Earnings playsCalendar spreads Alpaca ISC Some risk controls Paper mode Last commit 2026-10-23