Oct 27 2020 10 mins 7
In yesterday’s Best Practices, we discussed [how it is possible to profit from theta decay](https://ontt.tv/3mp6sz6 ) in short premium positions even if equity price/equity IV are stagnant. Today, we are going to explore this is more detail. Join Tom and Tony as they discuss how elevated Implied Volatility, even if it is sideways and not strictly contracting, will still benefit short premium positions due to inflated premium and the faster daily decay of the option’s extrinsic value.
