Ok, so we basically said the same thing. I referred to the final result (after multiplying 4.08 by 3.46) and you referred to the 3.46 itself....
I multiplied the monthly STD (4.08) by SQRT(12) and the result was 14.14%. Could you please elaborate how did you reach 3.46? Thanks.
I strated this thread after I initially didn't get specific responses to my questions in other forums (I also stated it in my original message)....
Thanks. If I want to annualize the 4.08% STD would I multiply it by 12 and make a square root to the result (so it would be 14.13%)? Also, I...
I would appreciate any response to my follow-up question, thanks.
I would appreciate any response to my questions, thanks.
Could you please see if my calculations are correct given the data that I mentioned in my examples? I ask because I'm really not familiar with...
Hi, I have questions regarding calculating standard deviation and Sharpe ratio with respect to a stock portfolio. I know it does not necessarily...
Hi, I have questions regarding calculating standard deviation and Sharpe ratio with respect to a stock portfolio: 1. Is a standard deviation of...
Hello, I have questions regarding calculating standard deviation and Sharpe ratio with respect to a stock portfolio: 1. Is a standard...
Yes, this is the way I want to look at it, thanks. I just thought there may be any specific formula in this regard, but it seems that I should...
Although the most theta decay occurs near expiration, it may not be relevant to my question, as it relates to maximizing return on a position that...
Of course the time issue is taken into account (see my previuos response in this regard). But I am trying to find a rough guidance regarding the...
I encountered cases in which the premium that was decayed as a percentage of the original premium was much higher than the days that have passed...
IMO the price of a put option with the same expiration date and time as your limit order and with a strike price which is equal to your limit...
Hi, I have a question regarding option's premium decay when selling cash-secured puts (similar to covered calls): as I understand, the option's...
The question is mainly about if a DITM put at expiration would ever not get exercised for whatever reason. Given that margin requirements will not...
Especially considering that there are brokers who have stricter margin requirements than others.
I am asking about "at expiration". I thought that the "before x-div" example may occur not only regarding an early exercise but also at expiration...
Separate names with a comma.