From a trade management standpoint, the notion is to take off the short call at or near worthless or roll it to the Jan expiry for additional credit, resulting in a Jan 20th 136.5/140 short call vertical. You then manage the setup as you would any credit spread.
As with calendars, this particular setup doesn't have a set profit potential; the profit will entirely depend on what occurs with price and whether expands. However, the front month, short option's theta will decay faster than that of the back month ... .
Filled for a .01 db .