Nice piece and nice series! 

I would love to continue learning more about Vega and its impact on calendar spreads...I know you were mostly referring to verticals above when you mentioned the Vega-reducing impact of spreads, but it seems to me like Calendar spreads also provide "some" reduced IV exposure, so long as the front-month options still have a fair bit of value, but that the insulation runs thin in the week of expiration...As you know, I've had a few Vol crunches sneak up on me while getting greedy for theta in calendars during expiration week!

Another way to phrase it would be that I'm curious to know more about how the gap in IVs (for ATM options, let's say) between the front-month and back month in a calendar spread changes...so, if front-month IV moves 1%, and the "spread" in IVs on the two months was initially 2%, are there ways to estimate the likely "spread" after the 1% move on the front-month IV?  I'm sort of looking for a new type of "gamma" for Vega, if you will, that would help understand how the "skew" is likely to change with IV...which I'm guessing would probably be different for every underlying...Still, for Long Vol plays, I'm finding this to be a critical variable (Rodney Dangerfield indeed!) to understand.