是否可以持续卖出超短期比如1天到期的期权来最大化收益?因为期权的Theta越靠近到期日值就越高,并且保证金也就是成本会更低,所以日均回报率应该最高。今天交易员曾凯就历史数据来解析使用超短期期权和正常越期权之间的区别,到底孰优孰略。 更多信息: info.tastytrade.com/cn
Can traders sell one-day options to maximize the ROC? Because the Theta grows more significantly close to expiration and the margin is lower at the same time, the daily ROC should be higher with a shorter duration. Today, our options trader Kai analyzes the pros and cons of short-dated and regular monthly options. Which one should we choose and why?