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。
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由原文自动翻译 · 阅读原文 (English)
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。
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.
Interesting. Are you concerned about implied volatility dropping too much if the market consolidates? That could eat into the back month's value.
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