Theta Machine
Updated
I'm starting a new position into some tickers to use THETA as our main income generator:.
The goal is 30% return/year
Sell Puts Delta 5/10/15
55/45/ 40 DTE
Trades/Day = +6
Trades/Week = +30
Trade/Year = +1560
Credit/Trade = +$110.00
Book Size = 3.53%
Book Wipe Risk = 7.06%
Black Sawn Risk = 49.45%
PCR = 35%
Avg DIT = 15
Delta/Theta Ratio = 0.5 (hard to keep it)
Theta/ Vega Ratio = +0.2
Profit = 60%
Loss = -200%
The goal is 30% return/year
Sell Puts Delta 5/10/15
55/45/ 40 DTE
Trades/Day = +6
Trades/Week = +30
Trade/Year = +1560
Credit/Trade = +$110.00
Book Size = 3.53%
Book Wipe Risk = 7.06%
Black Sawn Risk = 49.45%
PCR = 35%
Avg DIT = 15
Delta/Theta Ratio = 0.5 (hard to keep it)
Theta/ Vega Ratio = +0.2
Profit = 60%
Loss = -200%
Note
12/07/2022Theta/Vega Ratio = 0.48
Theta = 137
Vega = -282
Delta = 100
*Theta Target:
Min = 200
Avg = 600
Max = 1,000
Options & Futures Trader
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