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From Theory To Practice

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4/3/20: Portfolio Analysis - Remembering the Impacts of Delta and Theta

From Theory To Practice

Options involve risk and are not suitable for all investors. Please read Characteristics and Risks of Standardized Options before deciding to invest in options.

In today’s portfolio analysis, we kick things off by looking at our XLE and IWM positions, a Short Strangle and Short Put, respectively. Interestingly, even though these two strategies remain pretty far OTM, they’re both still showing a loss. The reason for this negative P/L thus far is simply that the delta (and possibly vega) impacts are overshadowing the theta impact.

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