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seen Jun 28 at 9:38

Nov
26
comment What are good conditions to roll a leap further out in time?
the effect of volatility decreases the further out you go (because nobody expects market conditions to be the exact same 6,12,24 months from now). the more time you have, the less important the entry is. so on your front month leap, theta decay is accelerating and you can expect volatility to deflate the price as well. you are aiming for a new debit in this spread, so the back month should be expensive solely due to theta
Nov
26
asked Are there comprehensive analyses of theta decay in weekly options?
Nov
26
answered What are good conditions to roll a leap further out in time?
Nov
17
awarded  Commentator
Nov
12
accepted Calculating Theta assuming other variables remain the same
Nov
12
comment Calculating Theta assuming other variables remain the same
that is true, thank you
Nov
12
accepted Standard Deviations out the money where options will respond to underlying asset price changes
Nov
12
comment Can options volume have an impact on the price of the underlying asset?
I am familiar with pinning, but I do guess that some players hedge with the underlying stock.
Nov
12
accepted Options: Vertical LEAPS
Nov
12
answered Options: Vertical LEAPS
Nov
10
asked Calculating Theta assuming other variables remain the same
Nov
7
revised Options: Vertical LEAPS
clarifying that it is a bull call debit spread
Nov
6
revised Options: Vertical LEAPS
added 187 characters in body
Nov
6
revised Options: Vertical LEAPS
added 4 characters in body
Nov
6
revised Options: Vertical LEAPS
added 4 characters in body
Nov
6
asked Options: Vertical LEAPS
Nov
5
asked Can options volume have an impact on the price of the underlying asset?
Nov
4
asked Standard Deviations out the money where options will respond to underlying asset price changes
Nov
2
comment What does the VIX formula measure and how does it work?
I guess I need to learn more about variance swap to understand this. I also just read the VIX's wikipedia page which has things broken down better than the white paper, but there is more understanding necessary. Where did you learn this, I feel that someone somewhere is explaining this better than these articles?
Nov
2
awarded  Editor