A position with positive Gamma and Theta

  • Thread starter Thread starter sevaus
  • Start date Start date
Joined
12/11/20
Messages
3
Points
11
Hello,

Is it possible to have such a position?
I believe it is impossible with Calls as the Gamma > 0 while the Theta < 0.
Perhaps it is possible with Puts (I know that the Gamma of a Put is > 0 but the Theta's sign is variable I believe)? Or with dividends?
 
Back
Top Bottom