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  1. S

    Theta Decay & Delta Neutral without Calendar spreads?

    Thanks sle; who is the author?
  2. S

    Theta Decay & Delta Neutral without Calendar spreads?

    There is ALWAYS a trade-off between theta and gamma. In other words, if you want to profit from positive theta, you CAN`T avoid negative gamma. You can consider diagonal spreads (vertical spread + calendar spread).
  3. S

    Theta Decay & Delta Neutral without Calendar spreads?

    Short ATM straddle is delta neutral but has very high negative gamma (you have a negative gamma both on the short call and on the short put) , which is "balansed" by very high positive theta (on both options)
  4. S

    Long call repair?

    How much is your call worth now? And the same call with 310$ strike?
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