How Many DTE for a Credit Spread?
How many DTE for a credit spread? We price one 5 wide put spread at 21 and 41 days, then compare credit per day, collateral, theta, and gamma at entry.
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How many DTE for a credit spread? We price one 5 wide put spread at 21 and 41 days, then compare credit per day, collateral, theta, and gamma at entry.
DTE stands for days to expiration: calendar days, not trading days, until an option expires, and expiry day counts as zero. How to count it on a real chain.