I’d assume the theta would be higher for 0dte? With normal options you could just roll out of them the next day. I guess you would be crossing 2 bid ask spreads, but is that more expensive than the theta decay?
I’d assume the theta would be higher for 0dte? With normal options you could just roll out of them the next day. I guess you would be crossing 2 bid ask spreads, but is that more expensive than the theta decay?