IVR: low:
IV: similar in front month and back month, since it is selling front month, if possible, the higher in front month, the better
Strike: the short option should be close to the ATM or slightly OTM, so that the theta is maximized
Call or Put: uses Put is slight OTM, uses Call is slight ITM
tasty trade calendar criteria
东瞧西望 (2015-06-13 16:24:04) 评论 (0)IVR: low:
IV: similar in front month and back month, since it is selling front month, if possible, the higher in front month, the better
Strike: the short option should be close to the ATM or slightly OTM, so that the theta is maximized
Call or Put: uses Put is slight OTM, uses Call is slight ITM