Time Decay

Posts about theta, time value, and how time decay shapes trade structure choice.

Get these in your inbox every market day.

AllSkewVIXVol SurfaceGammaTime DecayTrade StructuresSelling PremiumHedgingPosition SizingPortfolio ConstructionCryptoGoldSingle StocksMarket StructureTrading ProcessGamma WallsGreeksFixed Strike VolRelative Value

A lesson on time value...

Yesterday a subscriber asked a question that sounds like it’s about execution, but isn’t. He’s been long deep ITM GDX LEAP calls for a long time. When price moved, he tried to roll them up.

Time DecayGold2 min read
← PreviousPage 2 of 2