Discover and read the best of Twitter Threads about #theta

Most recents (10)

(1) So let me try to write something down on #options, more specifically #LEAPs (Long-term options).

Options?

Options give you the 𝗿𝗶𝗴𝗵𝘁 to buy (call) or sell (put) an underlying asset (= stock/ETF) at a fixed price (= strike price) up to a spec. date (= exp. date).
(2) Premium.

Ofc. options aren't free. You'll have to pay a premium for this right. Important to keep in mind is the multiplier, which often equals to 100 (every option covers 100 of the underlying shares).

𝗣𝗿𝗶𝗰𝗲 𝗽𝗲𝗿 𝗼𝗽𝘁𝗶𝗼𝗻 = 𝗽𝗿𝗲𝗺𝗶𝘂𝗺 * 𝟭𝟬𝟬 (+ 𝗰𝗼𝘀𝘁𝘀)
(3) Pricing
Options pricing is determined by the four greeks (separate thread in the future). Important to take into account is that options will be more expensive if:
1. Your expiration date if further out (#theta).
2. The closer the strike price lies near the asset (#delta)
Read 13 tweets
Las #OndasCerebrales,#theta,#alpha,#beta y #gama son oscilaciones eléctricas del cerebro y están asociadas con ciertos #EstadosDeConciencia.... ImageImage
El #Universo entero #EsVibración que emerge del sentido primordial(OM según la cultura hindú, al que agregan su teoría"spanda"que afirma:"la #Existencia es una #Vibración de la #ConcienciaDivina”.
Las ondas cerebrales forman parte de nuestro día a día... ImageImageImageImage
Las #OndasCerebrales se relacionan con distintos tipos de #EstadosdeConciencia. Estas junto con las vibraciones que forman parte de nuestro día a día y que son fruto de nuestro estado físico, nuestro pensamiento y emociones, conforman lo que conocemos como "#VibraciónPersonal"
Read 31 tweets
La tormenta subtropical #Theta se ha formado en medio del Atlántico y esta es su posible trayectoria prevista. Este es el sistema número 29 nombrado esta temporada, un nuevo récord histórico desde el inicio de las observaciones. Nunca habíamos tenido tanta actividad.
El récord anterior estaba en el año 2005, cuando se nombraron 27 tormentas tropicales más una sin nombre que se observó en un análisis posterior. En total fueron fueron 28.
Este año la actividad de la temporada comenzó muy temprano con dos tormentas con nombre antes del 1 de junio: Arthur y Bertha. A mediados de septiembre ya se había formado casi el doble de lo que suelen haber en una temporada habitual. ( 📷Arthur)
Read 8 tweets
Decent Week. Decent Gains. Sharing my #Banknifty strategy for learning purpose. The below positions and P&L are only for reference. Actual trades were done in my account, but would not share actual P&L Screenshots here.
2. What you see here is a Double Calendar Spread modified to follow trend of the market. If the market is non-trending and stays within 0.5 sigma (standard deviation), it gains due to positive #theta or time-decay. If the market is trending on one side, #gamma gets active.
3. I should have captured initial #Greek positions also, that would have given a good perspective on how the strategy was planned. Will do it next time.
Read 9 tweets
How to build/backtest a strategy ?

1) Idea/Hypothesis
2) Specify entry,exit, SL & position size
3) Generate trade log & Backtest Report
4) Test in diff. market condn.
5)Optimise the strategy
6) Evalute the robustness & stress testing
7) Track Real Time performance
8) Deploy
1) Idea( Our Snorlax Strategy)

Options decay with passage of time.
I look at the theta decay curve and wonder that some decay is intraday and some is overnight.
Can I capture the intraday theta decay by creating delta neutral positions ?

#idea #theta
2) Can we create intraday straddle to capture theta decay ?

Initial Logic :

Entry : Create straddle at 9:15 am
Exit : Close the straddle at 3:15 pm
SL : 10% of combined option premium
Position Size : 1 lot (CE & PE) per 1 lakh

#entry #exit #stoploss
Read 11 tweets
🎊🎉Happy New Year 2020!🎉🎊

We had such an amazing time interacting with the community and our partners throughout 2019🌎

Follow the below thread for a 2019 @CryptoLiveLeak Recap

#Crypto #Blockchain #CryptoNews #CryptoMedia #Marketing #Advertising #Bitcoin #Tezos #CLL $CLL
Tezos Boston Meetup 5 Featuring @KenGarofalo and @TezosCommons - Presentation on Tezos Amendment Process and Governance. @TezosBoston

Athens Tezos Protocol upgrade initiated.

#Tezos #XTZ $XTZ #TezosBoston #TezosBostonMeetup #TBM #Governance #AThens #TezosAthens
MVP launched for @AttentionMining - #AttentionMining #CLL $CLL - Check it out at AttentionMining.com and being demonstrated on cryptoliveleak.org
Read 19 tweets
#Straddles vs #Strangles ( Sell only )

These are the most common #Options strategies when one would start with #OptionsTrading.

Let’s understand from a broader perspective what’s the difference between these two.
Would not like to discuss the construction difference between them if you don’t know stop trading #options

#Straddles

You get higher premium so pnl would be higher compared to #strangles

But from where are you getting higher premiums is that your selling 0.5 #delta.
So probability of one going wrong is always 50% so to simply put one side is goin to get stuck in a #straddle but then market tends to #flucuate a lot so there is always the case of #meanreversion if you have selected the #strike rightly.
Read 14 tweets
#Option #Greeks Simplified

#Options are definitely more complicated than equity or futures.

Their prices don’t just go up and down.

They also fluctuate based on things like #time, #implied #volatility and #underlying stock movements.
#Options #Greeks Are Simply Mathematical Shortforms

Most of you would remember from school that mathematical formulas sometimes were #Greek letters like Pi and #Delta. The same is true for options.

Don’t let them overwhelm you or scare you.
They’re simply #mathematical words to explain some very basic principles.

#Greeks Describe the Behavior of #Individual #Options

Each #greek can help predict how it will behave under different circumstances and how options prices would change.
Read 22 tweets
#ITM Vs #OTM #Options Which to #BUY?

When selecting the right #option to #buy, a #trader has several choices to make. One is whether to purchase an in-the-money (ITM) or out-of-the-money (OTM) option.
While the goal for "#vanilla" #buyers is to have the option be in the money at expiration, the selected option depends on the amount the trader wants to spend and their risk tolerance, as well as their specific expectations for the underlying stock.
UNDERSTANDING #ITM Vs #OTM

Before delving into the pros and cons of each, let's look at what it means to be itm or otm.
A #call is ITM when the underlying stock is trading above the strike price.
Conversely it is OTM when the underlying stock is trading below the strike price
Read 16 tweets
0/ Left feeling glum after yet another strong #cryptocurrency sell-off? Then this thread's for you!

Below are 22 #blockchain-related things that caught my eye over the past ~24 hours.

Regardless of price performance, this #crypto space just keeps on developing!
1/ 🎮 @ThetaToken parent @SLIVERtv360 formed a partnership with Tencent Games to launch a 24-7 live #eSports channel powered by #Theta rewards.

@RoE_Tencent players can purchase in-game items and upgrade using the $THETA #crypto token! sliver.tv/win/roe
2/ 💸 @AragonProject's six Nest grantees shared their project's quarterly progress reports.

See link for latest on @DAppNode, @EspressoOrg, @Frame_ETH, @Pando_Network, @PryLabs and @SpaceDecentral. All are improving the #Aragon and #Ethereum ecosystems! blog.aragon.org/aragon-nest-q3…
Read 24 tweets

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