X XxQuote399 Member Messages 50 Likes 0 Aug 23, 2012 #21 when do you roll a atm 3 month ? In a simplistic assuming constant volatility and so on , like a long put/call to reduce the theta bleed assuming opening the same position rolled over
when do you roll a atm 3 month ? In a simplistic assuming constant volatility and so on , like a long put/call to reduce the theta bleed assuming opening the same position rolled over