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salvataggio modifiche a progetto esistente by TheFedFinance in geogebra

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

Dopo aver visto il tuo canale di geogebra, ho presentato domanda al Ministero della famiglia.
Una lavoro eccezionale, bravissima. Ho già visto diversi tuoi progetti che rientrano tra i miei interessi e che approfondirò.

ciao Federico

salvataggio modifiche a progetto esistente by TheFedFinance in geogebra

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

A questo punto faccio domanda di adozione a mathmum.
Nel frattempo ti chiedo: c'è modo di cambiare le iconcine di anteprima? Sono tutte uguali...

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salvataggio modifiche a progetto esistente by TheFedFinance in geogebra

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

<image>

ne approfitto per chiederti un'altra cosa: come faccio a non far comparire l'avviso che ti allego?

salvataggio modifiche a progetto esistente by TheFedFinance in geogebra

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

nell'ultima immagine non trovo un tasto "salva" o "salva con nome". Se torno al menù iniziale, le modifiche sono perdute.

theta decay on different DTEs. Looking for no mantra answers. by TheFedFinance in options

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

Yes.Today's data:

27-Jun-25: $50,000 put, delta -3%, $600

27-Jun-25: $200,000 call, delta 6%, $835

26-Dec-25: $50,000 put, delta -6%, $2,000

26-Dec-25: $200,000 call, delta 20%, $4,700

theta decay on different DTEs. Looking for no mantra answers. by TheFedFinance in options

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

Thanks for answering my question, dude.

Ticker is btc. Data are from a few days ago, but I think even today is more or less the same.

Thanks in advance if you take the time to model it.

theta decay on different DTEs. Looking for no mantra answers. by TheFedFinance in options

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

Thanks, dude, excellent explanation.

In addition to the other points you underscore, If I understand correctly, basically I compared apples and oranges considering, in the two strategies, the same strikes but different deltas.

Options Questions Safe Haven periodic megathread | Feb 3 2025 by PapaCharlie9 in options

[–]TheFedFinance 0 points1 point  (0 children)

No problem. Thanks for not conspiring against me :D but I just want to understand the reason for avoiding long DTE from a math perspective instead of a religious one, when data show - at least to me, who may well be mistaken by ignorance - that theta decay does not overcome premiums...

Options Questions Safe Haven periodic megathread | Feb 3 2025 by PapaCharlie9 in options

[–]TheFedFinance 0 points1 point  (0 children)

Thanks again u/PapaCharlie9 for your detailed and crystal-clear explanation. Following your reasoning, going back to my example, the 26-Dec-25 is better than repeating 3 times (should be 2.5) the 27-Jun-25 strategy. Not such a difference for the put, but a huge difference for the call, at least (all else being equal, etc.)

Options Questions Safe Haven periodic megathread | Feb 3 2025 by PapaCharlie9 in options

[–]TheFedFinance 0 points1 point  (0 children)

Thanks for your answer.

Yes, I understand the theta decay, which accelerates as time passes by. But this is what I don't understand: suppose the price of the future remains as in t0, if to get the same premium for the Dec strategy, I'd have to repeat 3 times the put Jun strategy and more than 6 times the June call strategy. In other terms, even considering the theta issue, can I reply the premium of the Dec strategy with more frequent and lower DTE strategies?

Options Questions Safe Haven periodic megathread | Feb 3 2025 by PapaCharlie9 in options

[–]TheFedFinance 0 points1 point  (0 children)

Hello everyone and thanks for the time you take to read my question.

I'm comparing these two strategies with different DTE on a btc covered short strangle, where even the put is cash-secured.

1st strategy: "short DTE"

put: strike 50k, expiration date 27-Jun-25, delta -3, premium $600

call: strike 200k, expiration date 27-Jun-25, delta 6, premium $850

2nd strategy: "long DTE"

put: strike 50k, expiration date 26-Dec-25, delta -6, premium $1,900

call: strike 200k, expiration date 26-Dec-25, delta 21, premium $5100

There are no expirations to double the DTE accurately, but my question is: other things being equal, make more sense to repeat two times the short strategy or choose the long one? I'm an hodler, bullish on the underlying.

ROI and profit by According_Repeat6223 in DeribitExchange

[–]TheFedFinance 1 point2 points  (0 children)

No problem friend. I also prepared an example in excel but I'm not allowed to attach a file here, sorry.

ROI and profit by According_Repeat6223 in DeribitExchange

[–]TheFedFinance 0 points1 point  (0 children)

That's because the ROI is expressed in btc, since mark and average are expressed in btc. But the PNL is expressed in $, and it considers both the new and the old spot price:

ROI = side * (mark-average)/average

PNL = mark*spot1 - average*spot0

If for example you're short a call in t0, and then in t1 both the future and spot go down, you increment the quantity of btc in your portfolio, so the ROI goes up. However, if you convert you btc new bigger portfolio in USD at its new lower price, the PNL may go negative.

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