Best duration time?

Discussion in 'Options' started by yabz, Jan 13, 2003.

  1. yabz


    What is the best duration time for writing options?

    The spread on options is so high that its hard to see how one can make money holding the option for a day or so. On the other hand theta is higher as the time shortens to expiration date, which favours writing them shortly before expiration.

    Day? Week? Month? 3 months?

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