Oct 19, 2007 · If you are talking about trading futures on a daily basis no decay $50 bucks per point No time decay at all If you are hedging your portfolio with futures and thinking about …

Jul 25, 2013 · The reason I want to do this is I want to quantify how much a long call option has to increase over a period of time to offset the decay due to time. This would be useful to know in …

Mar 4, 2025 · Leverage decay. MSTU is a 2X daily reset ETF. Example: You have $100 = 100 You lose 20% tomorrow = 80 You win 20% the next day = 96 (80 X 20% = 16) A 25% gain is …

Jan 12, 2018 · as my broker's calculator is not very good, but I've noticed problems with it. E.g., theta (time decay) on weekend days are shown as if they are equivalent to weekdays; and …

Feb 2, 2023 · To make that same 16.695% on your money in the SQQQs, you would have had to shorted $33.367 of SQQQ (note, that is slightly MORE than 33.33% if it was a perfect 3x, …

Sep 9, 2009 · As to whether or not to calculate intraday time decay - it just depends on how much precision you need. Your pricing model actually uses "percentage of a year remaining until …

Dec 20, 2009 · You'd have a positive time decay if you trade a spread. The only thing you 'd have to check, is that the option sold is near at the money. Assume the spot is around 100. A call …

Feb 3, 2009 · The "time decay" you are asking about is the result of daily compounding on the NAV. Just as you describe, a 10% decline on $10 puts you at $9, a 10% rise on $9 puts you at …

Feb 5, 2020 · The Black Scholes formula takes into account the number of days before expiration in its calculation for the decay of time value, but is it being calculated by discrete days or is it …

Jan 15, 2009 · While my win/loss rate on the underlying stock / strategy was about the same. However, when my trade went well, I would only make a 3-4% profit. And if it did not go well, I …