Time decay for LEAPS

energetic

New member
Time decay and delta on far out Leaps will be roughly similar and thus the higher cost of the longest dated Leaps is not worth paying for sounds plausible due to the exponential nature of time decay. However, I would like to test this thesis. As the 2009 Leaps are now so close and I don’t have easy access to historical LEAP prices I’ll wait until September to start validating this thesis.

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