[ 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.23559637 [View]
File: 14 KB, 551x286, theta decay.png [View same] [iqdb] [saucenao] [google]
23559637

>>23558919
Obviously. But I know fuck all about IV, volatility, the greeks or theta decay.

>> No.23537442 [View]
File: 14 KB, 551x286, thetadecay.png [View same] [iqdb] [saucenao] [google]
23537442

>>23537415
theta decay goes exponential in the last month.
you want to be able to sell your calls with atleast a month left to go, and this could drag on to the holiday season or Q4 earnings at this point

>> No.23398058 [View]
File: 14 KB, 551x286, thetadecay.png [View same] [iqdb] [saucenao] [google]
23398058

>>23398022
theta decay goes parabolic with ~30 days to go

>> No.23299097 [View]
File: 14 KB, 551x286, thetadecay.png [View same] [iqdb] [saucenao] [google]
23299097

>>23299026
Unless you're a gambling man willing to hold weeklies you should not hold the calls beyond one month until expiration because that's when theta decay goes exponential.

>> No.22914376 [View]
File: 14 KB, 551x286, thetadecay.png [View same] [iqdb] [saucenao] [google]
22914376

>>22914275
you should sell them with a month out before the theta really fucks you

theta decay on options isn't linear. It start's to decay extremely rapidly with about ~30 days to go (parenthesis around numbers is 'finance' for negative)

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