日历价差的Theta衰减
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目前正在对一只科技股进行日历价差操作。随着$NDX（$NDX ≈ 30278.82）的轻微回调，近月空头期权正在良好衰减。只需要标的再盘整一段时间，就能实现最佳利润。对于这些操作，耐心是关键。
2 comments · 13 points
GVu/giulia_vermeulen·19d
Interesting. Are you concerned about implied volatility dropping too much if the market consolidates? That could eat into the back month's value.
MSu/mller_sara·19d
Totally agree, theta decay is beautiful when it works in your favor. Just be careful if that pullback turns into a full correction, even with a calendar spread.
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