What's the Option Decay for Holding Overnight?

Discussion in 'Options' started by schizo, Jan 29, 2016.

  1. He's translating that into position $/contract.
     
    #11     Jan 29, 2016
  2. Jones75

    Jones75

    IMO, it doesn't matter how many contracts he buys, the theta is -.64 off the option price per day, escalates as it gets closer to expiry.
    Quantity has nothing to do with it. He could buy one contract or a thousand, he still loses -.64 in theta per day off the option price.
    If he starts multiplying, he'll be hard pressed to ever make a trade, let alone to make money.
     
    #12     Jan 29, 2016
  3. The calculation shown in one a per share basis. Since one option contract is for 100 shares, you have to multiply all greeks by 100 to get the $ effect per contract that you buy/sell.

    Edit: Okay, fine. Calculate it your way. I am used to calculate my $ exposure per contract, and multiply by however # of contracts I have position on.
     
    #13     Jan 29, 2016
  4. What is that supposed to mean? I didn't realize multiplying by 100 or other whole numbers are so hard. The computer does it anyways. The minimum I can trade is 1 contract, right? Should I think my exposure is 64 cents and next day freak out that I am out $64? Yeah, for stocks I can do whatever I like. I can buy 1 GOOG. I can't have an options position on 1 share of GOOG, right?
     
    #14     Jan 29, 2016
  5. Jones75

    Jones75

    Here is definitive meaning of theta from Investopedia. Maybe this will help.
    Screen Shot 2016-01-29 at 4.56.09 PM.png
     
    #15     Jan 29, 2016
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  6. schizo

    schizo

    Thanks, but that calculation is for the entire day, no?

    I just want to know what I would lose if I buy at today's close and then sell at tomorrow open.
     
    #16     Jan 29, 2016
  7. Ah yes, you are correct.
     
    #17     Jan 29, 2016
  8. Holy shit. What is so hard to understand? Read it yourself and understand. I understand it very well. 1 option contract is on 100 shares. I am talking about the $ value and you are talking about the theta / per share. How much do you pay to buy a $2 option? $2?
     
    #18     Jan 29, 2016
  9. It will be what I said. Perhaps a bit less. The decay is not linear.
     
    #19     Jan 29, 2016
  10. baro-san

    baro-san

    There is no simple answer to the OP's question, because of the many factors that affect the trading price of an option. If you're not familiar with options don't dabble in them! Recently somebody posted being surprised that the underlying of the calls he bought went up a lot but his calls barely budged. You have to be familiar with the greeks, implied volatility, the option's bid/ask spread can be significant, the liquidity can dry up, and remember that the option market is a "zero sum".
     
    #20     Jan 29, 2016