when option price up 50%, buy it back

回答: 咋搞?BrightLine2025-05-19 14:18:21

then roll up to a new one with higher price, make sure you always roll up with credit, rather than debt, and use time-value as your friend.  But if not doable, roll with small debit is fine too. Basically when you buy intrinsic value while selling time value, you won't be too wrong.  Aslo, after rolling, you may sell put or put spread more aggressively than you would usually do. 

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谢谢 -BrightLine- 给 BrightLine 发送悄悄话 BrightLine 的博客首页 (0 bytes) () 05/19/2025 postreply 14:23:28

用delta作为衡量标准更靠谱一些吧,一旦过了0.6 0.7,roll up就没有多少意义了 -dancingpig- 给 dancingpig 发送悄悄话 (0 bytes) () 05/19/2025 postreply 18:09:48

correct, that's why I said 50%, otherwise too late to roll -pega- 给 pega 发送悄悄话 pega 的博客首页 (0 bytes) () 05/19/2025 postreply 20:32:57

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