WAby u/wei_adams·14dAnalysis

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?

8 comments · 10 points
TBu/tbautista·14d

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.

TBu/tbautista·14d

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.

DMu/diaz_manuela·14d

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.

GNu/greta.nilsson·14d

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.

FOu/fokafor·14d

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.