If i am taking a calendar spread in Nifty futures between near month & next month, can i calculate max loss ?
To calculate precise loss is not possible as it is random and depends on price movements. After entering into the spread if one is short, the spread can widen to any number but when one is long on the spread the max loss one can incur is the spread itself. In both cases exact loss can’t be calculated upfront but can calculate max loss only for long position.