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Gotta make another trade to neutralize that theta component like a calendar spread. For situations where you're making a bet on a really really big move, ratio
by scurvy 10y ago
Gotta make another trade to neutralize that theta component like a calendar spread. For situations where you're making a bet on a really really big move, ratio spreads are the best.
- lujim 10y agoNever used calendar or ratio spreads. I just avoid options in their final month when theta starts really ripping. I will check them out though.