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Strategies & Market Trends : The Covered Calls for Dummies Thread -- Ignore unavailable to you. Want to Upgrade?

To: Mathemagician who wrote (144)4/22/2001 1:22:37 PM
From: Mike Buckley  Respond to of 5205
 
This is also an argument for buying the longest LEAPS calls and rolling out into the longest new LEAPS calls when they become available. That way, if you must buy calls you are at least buying the cheapest time. :)

Thank you, mathemegician. It's good to know that I can now do the right thing for the right reason instead of doing the right thing not knowing the best reason for doing it.

--Mike Buckley



To: Mathemagician who wrote (144)4/23/2001 2:15:41 AM
From: cfoe  Respond to of 5205
 
TY for the outstanding post. I really learned something.



To: Mathemagician who wrote (144)4/25/2001 12:39:26 PM
From: Tom Chwojko-Frank  Read Replies (1) | Respond to of 5205
 
Since the value of the option decays at the rate Sqrt(time)...

I would have thought the decay rate of options was exponential, that is: log(time)? Why sqrt?

Thanks,
Tom



To: Mathemagician who wrote (144)4/26/2001 8:48:59 PM
From: BDR  Respond to of 5205
 
Congrats on the Cool Post of The Day.


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