3 ms·
Bringing up theta seems to be tangential to your concern: Solvency. Delta & Gamma have more applicability to solvency issues than theta
by DINKDINK 8y ago
Bringing up theta seems to be tangential to your concern: Solvency. Delta & Gamma have more applicability to solvency issues than theta
- dragontamer 8y agoI'm avoiding Delta and Gamma mostly because its clear that you understand those issues. Or at very least, I haven't seen you write anything that warrants me correcting you with regards to Delta / Gamma. Also, Delta and Gamma are the causes of big-swings. So I think most people fear those and give them appropriate amount of respect. Theta on the other hand is the difficult one. Option sellers collect the pennies in front of the steamroller, while option buyers are hoping that they're right eventually. Typical human psychology doesn't really handle this case very well, on either side.