The Two contract Strategy program in SCOTS can combine two accounts so that they can be analyzed together. This is very useful to see the combined risks and PL potential of a calendar spread or any type of spread that may contain trades from two different months of the same or related instrument(s).

The top section breaks down the Greek of each month summarized into the totals.

The middle section displays the intrinsic value of the near contract and theoretical value of the 2nd contract based on the expiration of the first. A sum of both is displayed.

Accounting information is diplayed here as is a summary of the std. deviation for each month.