3 ms·
That doesn't change what the quoted pricing predicts. Theta means it's not free to make the bet. Also, with spreads like this, usually your short theta mostly c
by benmanns 5y ago
That doesn't change what the quoted pricing predicts. Theta means it's not free to make the bet. Also, with spreads like this, usually your short theta mostly cancels out your long theta, so it's not as expensive as you might think.