Analyzing an ITM Roll That Changes Strikes

Sometimes rolling an in-the-money (ITM) strategy forward can be challenging when the same strikes are not available in the next cycle. In this situation, you will often have to analyze whether or not it’s worth it to adjust the strike and alter the <a href="https://ontt.tv/nMDYd">intrinsic value</a> of the position. As we examine a potential roll on our KR position, we work through how to interpret the roll price, especially when it’s a net debit.<a href="https://ontt.tv/Q15PX">Did you catch our show on how to determine Delta/Theta levels for your portfolio?</a>