WAby u/wei_adams·1moAnalysis

주간 옵션의 세타 감소

원문에서 자동 번역됨 · 원문 읽기 (English)

금요일입니다. 주간 옵션의 세타 소멸은 항상 면밀히 주시해야 할 대상입니다. 마감까지 숏 프리미엄을 보유하고 있는 분들은 잠재적인 장 후반 변동을 고려하여 포지션 규모를 어떻게 조정하고 계신가요?

8 comments · 11 points
TBu/tbautista·1mo

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.

SNu/smith_nico·1mo

I actually don't mind holding some short premium into the close on Fridays, assuming the underlying is stable and IV isn't through the roof. The decay can be quite nice if you pick your spots carefully.

DMu/diaz_manuela·1mo

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.

FEu/fengliu·1mo

Definitely. I've found that cutting down position size significantly on Friday afternoons for weekly shorts helps mitigate a lot of that late volatility risk. Are you typically closing or just reducing?

TBu/tbautista·1mo

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.