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hardyrekshin OP t1_ja8a679 wrote

Reply to comment by Radiant-Discount-899 in 2023-02-27 Wrinkle-brain Plays (Mathematically derived options plays) by hardyrekshin

  1. MiBian

  2. Slope of theta. Ideally want to be out of the play before the slope increases.

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Radiant-Discount-899 t1_jaag270 wrote

Thanks for the response!. I have another question

The notes says Black Scholes model is calculates for European Market and not US Market options? You still think it applies for US as well?

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hardyrekshin OP t1_jaah0aq wrote

It applies as long as there is no arbitrage condition.

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