Forum: Options
January 7th, 2013, 10:03 AM
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Replies: 5
Views: 2,519
The smartest thing you can do is back test the...
The smartest thing you can do is back test the two different option months and go with the one that produces the best results. Of course that assumes you have or can obtain the data. Without an...
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Forum: Options
January 5th, 2013, 11:48 AM
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Replies: 5
Views: 2,519
Theta normally increases as the option gets...
Theta normally increases as the option gets closer to expiration. A March 2014 option will have less Theta than a December 2013 when both have about the same time premium. Futures options are priced...
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