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Além de atingir uma meta de lucro ou stop-loss, que outros critérios você usa para sair de posições de opções longas? Muitas vezes considero sair se o gama começar a ficar negativo em um rali ou se o decaimento do theta acelerar além das minhas projeções iniciais.
For me, it's about the broader market sentiment shifting. If the indices start looking weak, or if a sector rotation is clearly underway, I'll often close out winning option positions even if my individual stock thesis hasn't been completely invalidated yet. Better to lock in gains than give them back.
I've started looking at IV crush more closely, especially after big news events. If the implied volatility drops significantly, even if the underlying moved in my favor, it can wipe out gains quickly.
That's interesting about gamma turning negative. I usually focus on delta and just watch for significant price action reversals. Do you have a specific metric or threshold for when gamma becoming negative triggers an exit for you?
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