Weekend theta decay

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

  1. 2rosy

    2rosy

    Yes. Monday iv is higher if using 365 days but if use 251 it's lower or unchanged. Some places weight a day's volatility to create a custom decay. Or at least did... volatility cleaning.
     
  2. wxytrader

    wxytrader

    I have no idea what you're getting at, but as they say in baseball ..if you can hit they'll find you a spot. :)
     
  3. MSTY Aug 15, 2025 vol. At what price on MSTY would you mark the options (to)? Easy stuff. Something anyone who trades vol would know.
     
  4. wxytrader

    wxytrader

    I'm not trading vol...this is purely mechanical. The only math involved is how much I need to cover my car payment. :)
     
  5. wxytrader

    wxytrader

    For the record, if you can't just look at the option price and know if it's good value or not then you haven't been doing this long enough... I saw MSTU at a 1.25 for 6 months DTE 2 otm and knew instantly it was mispriced. I made 15K in one week.

    I trade these frequently so I know what to expect... And my spreadsheet can rank based on value.

    Delta and volatility are basically useless metrics for determining the probability of profit.
     
  6. wxytrader

    wxytrader

    But you're just asking me to calculate what my spreadsheet already does automatically...lol

    Do you think pilots manually calculate how to descend to their IAF?
     
  7. deaddog

    deaddog

    LOL There you go breaking another of my rules. Never borrow money to buy a depreciating assett.
     

  8. Answer the question. There is a correct answer. I don't see why this is so difficult for you. At what price on MSTY are the AUG 15, 2025 options marked to?
     
  9. Just admit you don't know and I will post the value.
     
  10. wxytrader

    wxytrader

    I don't need to know because my spreadsheet calculates it LOL. You tell me and I'll run it through the sheet and tell you if you're right.