Can people here help me understand the advantages and disadvantages for obtaining position leverage via futures contracts vs options? Related, how frequently do you typically suggest rolling these contracts and readjusting assets to fit your portfolio strategy. Mainly, it seems to me that as long as you buy long dated options contracts and roll them prior to serious theta decay, option leverage vs futures shouldn’t be significantly different. But please correct me if I am mistaken.
Submitted November 07, 2021 at 10:51AM by TorusGenusN https://ift.tt/3o5R7WJ
