Weekend theta decay

You do need to know and your spreadsheet is wrong. GIGO.

Newb.

 

no. RV is typically higher on mondays than other days.

It has nothing to do with day count conventions.

 

I told my wife about the three F’s. She was not amused.

 

Only if the live options prices are wrong — because when I enter the option chain IV, the pricing lines up exactly.

If the inputs are accurate, then the output is accurate. My risk profile charts also align perfectly with options software such as OptionCreator.

 

lol you’re wrong.

 

If being "wrong" means consistently making money, I’ll take it.
You can keep being right on forums — I’ll keep being profitable in the real world.

 

Broker shows:

• BITX: $789
  
  
• HUT: $893
  
  
• MARA: $490

My sheet (using live option chain IVs):

• BITX: $790 @ 71% IV
  
  
• HUT: $924 @ 97% IV
  
  
• MARA: $503 @ 70% IV

If there’s a difference, it’s not an error — it’s just IV sensitivity. The numbers line up when you plug in the actual implied volatility from the option chain. So unless the market’s wrong... my sheet’s right.


And — IV gets wiped until next open, so I don’t always bother updating it. Doesn’t really matter anyway since I’m not closing positions or giving back premium.

Can we take a moment to acknowledge that not only does the sheet calculate option price from the raw data...using no imports or api's, or script...it also has fully functioning risk profile charts including option strategies.

 

Answer the question.

 

I'll bite. what three Fs?

 

I did. It's whatever my sheet says it is.
But knowing your style the answer is probably there's no difference. There's parity.

Chat GPT says:

The Aug 15, 2025 MSTY options are marked to the current spot price of MSTY at the time of the quote — e.g., $21.14.