Weekend theta decay

Discussion in 'Options' started by wxytrader, Jul 4, 2025 at 6:38 AM.

  1. wxytrader

    wxytrader

    Yes.
     

  2. Yeah, great answer. You're literally too dumb to insult.
     
    taowave likes this.
  3. newwurldmn

    newwurldmn

    seriously. There was a YouTube video about that. Premiums collapse around 1est even though studies show Monday vol is the highest of the week.

    responding to the OP isn’t worth the bandwidth cost and the marginal bandwidth is free.
     
    contra and taowave like this.
  4. I was in my teens the first time I heard it directly from Saliba. Again later at Ceres in a group and one guy mentioned it and my buddy admonished the guy as I wasn't part of their MMing group. I would have laughed had I not been sworn to secrecy.

    C'mon, how do three guys keep a secret? (kill two).
     
    Last edited: Jul 4, 2025 at 1:36 PM
    Sekiyo and newwurldmn like this.
  5. wxytrader

    wxytrader

    Are you asking where I'm getting the option prices from? Spreadsheet calculates them using black Scholes calc...I just plug in the IV. The prices aren't exact in the screenshot as I didn't update IV but close enough.
     
  6. I asked what price you're marking the options to. What price on the shares?
     
  7. wxytrader

    wxytrader

    =GOOGLE FINANCE ("MARA")
     

  8. So you're pricing using MARA last trade or NBBO mid, right?
     
  9. wxytrader

    wxytrader

    Whatever Google finance says LOL... This isn't an exact science as I rarely update the IV. It defaults to around 80%.
     
  10. Well, wrong answer. Enjoy!