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Dimitri Vulis
Dimitri Vulis
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How to use gamma theta and theta gamma ratios for manageingmanaging short positions?

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edit approved Oct 16, 2020 at 11:54
Martin Vesely
edit approved Oct 16, 2020 at 11:54
Martin Vesely
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How to use gamma theta and theta gamma ratios for managemanageing short positions?

I'm starting to sell ATM options in order to buy the tails, and I would like to know how to use gamma/theta or theta/gamma ratio or their sum to manage and exit the short position before the gamma risk reaches maximum point. Have someoneDoes anybody have any idea of how to use and interpret those ratios or sums?

How to use gamma theta and theta gamma ratios for manage short positions?

I'm starting to sell ATM options in order to buy the tails, and I would like to know how to use gamma/theta or theta/gamma ratio or sum to manage and exit the short position before the gamma risk maximum point. Have someone any idea of how to use and interpret those ratios or sums?

How to use gamma theta and theta gamma ratios for manageing short positions?

I'm starting to sell ATM options in order to buy the tails, and I would like to know how to use gamma/theta or theta/gamma ratio or their sum to manage and exit the short position before the gamma risk reaches maximum point. Does anybody have any idea how to use and interpret those ratios or sums?

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luiz otavio Roxo
luiz otavio Roxo
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How to use gamma theta and theta gamma ratios for manage short positions?

I'm starting to sell ATM options in order to buy the tails, and I would like to know how to use gamma/theta or theta/gamma ratio or sum to manage and exit the short position before the gamma risk maximum point. Have someone any idea of how to use and interpret those ratios or sums?