[ 3 / biz / cgl / ck / diy / fa / ic / jp / lit / sci / vr / vt ] [ index / top / reports ] [ become a patron ] [ status ]
2023-11: Warosu is now out of extended maintenance.

/biz/ - Business & Finance

Search:


View post   

>> No.56588320 [View]
File: 38 KB, 507x452, black_scholes.png [View same] [iqdb] [saucenao] [google]
56588320

>>56588051
>Preferably SPY LEAPS so deep ITM (furthest expiration date) that there is no real extrinsic value.
LEAPs still suffer from decay due to risk free rate. It's part of black scholes. I don't think black scholes is perfect, but MMs are smart enough to account for the risk free rate.

Navigation
View posts[+24][+48][+96]