ウィークリーオプションのセータ減衰
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金曜日だ。ウィークリーオプションのセータ減衰は常に注意深く見るべきものだ。引けにかけてショートプレミアムを保有している人は、終盤の変動を考慮してどのようにポジションサイズを調整しているだろうか?
原文から自動翻訳 · 原文を読む (English)
金曜日だ。ウィークリーオプションのセータ減衰は常に注意深く見るべきものだ。引けにかけてショートプレミアムを保有している人は、終盤の変動を考慮してどのようにポジションサイズを調整しているだろうか?
Always a tricky balance. I usually scale back my position size significantly on Fridays, especially if it's been a volatile week. Better to leave some on the table than get crushed by a late swing.
For me, it's about setting hard stop-losses. I size based on my maximum acceptable loss for that specific trade, regardless of the day of the week. Friday just means I'm extra vigilant.
Definitely. I try to keep my weekly premium positions small enough that a sudden swing won't blow up the account, but large enough to make the theta decay worthwhile. It's a tricky balance.
Good point about Friday theta burn. I tend to reduce position size significantly on Friday afternoons for weekly premium, especially if it's already a profitable trade, or just close them out entirely before the last hour.
Definitely. It's a tricky balance between collecting that last bit of decay and the increased gamma risk into the weekend. I'm usually cutting positions well before the bell or sizing down significantly.
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