Rolling out and up

[Tipizo Juste]

Hi Heather,

At what percentage point should one consider rolling up or out your DITM option?

Regards

[George Henry]

Source: Heather Cullen says:
December 4, 2024 at 3:40 AM
Hi – making a habit of rolling out at 30 days before expiry is good. Rolling up? I would suggest that if you are doing the 50% strike then roll up when you get to 40% and if using the 60% strike then when you get to 50%.
It doesn’t have to be exact – these are riles of thimb.
Hope this helps

[Author]

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