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Trading > Daily Options Report

Cheap Volatility, Buffet, Continued

Daily Options Report | Tue, 05/12/2009 - 9:26am | Options Trading, SPY, stock trading, Volatility, Warren Buffet |  Add a comment

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Let's consider a long gamma position in SPY, established now. For argument's sake, we'll say that position costs you $500 per day in decay. That means that if absolutely nothing happens today, no price change, no volatility change, your position will lose $500 today. But, all hope is not lost.
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