Blockhead Traders Weekly

Theta up, Delta down: Picking up some daily theta.


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In this week’s episode, trader sprocket888 needs to pick up more portfolio theta. Portfolio theta is the time premium that decays on a given day. The strategy here is to keep the theta high while the delta low. What is delta? Delta is the amount of movement in the portfolio relative to the movement in… Read More »Theta up, Delta down: Picking up some daily theta.
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Blockhead Traders WeeklyBy Blockhead Traders