May 22, 2020 at 2:38 PM
#283770
Keymaster
I hardly concentrated on values in that video so can’t answer, I consider the average decay in premium and I don’t think any difficulty in that. But sir, my question is, instead of considering premium for the decay I am concentrating on Theta values of OTM contracts with highest OI and comparing them, that even worked for me also, just want to know whether doing this is right or not?