Can anyone explain the logic behind this sentence? Why more value is gained on the short position than is lost on the long position?

A long calendar spread entails buying longer-dated options and selling shorter-dated

options with the same strike and underlying. In principle the premium on the shorter-dated should fall faster than the premium on the longer- dated. Thus more value is gained on the short position than is lost on the long position, and a net profit is realized.

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You are short the near dated. As time moves on (all else equal) time decay will mean the premium declines. It could expire worthelss or we could close out at a lower premium.

Longer dated options won’t suffer as much theta decay so their value will not fall as much.

Short near dated earn premium of 3
Long far dated pay premium at 5

Time moves on
Premium on short dated drops to 2. Cover short Gain = 1
Premium on long dated drops to 4.25. Cover long. Loss 0.75

Overall gain 0.25

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Finally I understood. Thank you so much.

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You should read up on option Greeks.
In particular, Theta is the partial derivative of the option value V with respect to time t,
\Theta=\frac{\partial V}{\partial t} tells you how the option value changes with time