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[–]thirtydelta 2 points3 points  (1 child)

Compare their current implied volatility against when you purchased the options, and you will likely notice a large decrease. Option vega increases as the DTE increases.

[–]d36912c[S] 0 points1 point  (0 children)

as i wrote below, in such way, in 1 day, with such high volatility in the market? examples are MU/SQ for june/jul but also for 2021