Educational content, not investment advice. Crypto-asset values fluctuate.

Modulis 5 Β· Options
8/11

Managing the Options Cycle

Why a 120-day cycle?

An option's time value doesn't decay evenly β€” it decays faster and faster as expiry gets closer. We chose 120 days because it's optimal:

The ice cream analogy

Picture a scoop of ice cream on the table. For the first while it melts slowly. But in the last few minutes β€” it melts fast. An option's time value works the same way. It melts slowly for the first 90 days, then very quickly in the last 30. That's why we swap the option once 30 days are left.

Cycle lengthDecay speedCost efficiencyHow often you manage it
30 daysVery fastCheapest, but frequent swapsEvery month
60 daysFastAverageEvery 2 months
120 daysSlow, evenGood balanceEvery 3 months
180 daysVery slowExpensiveEvery 6 months

How time value decays

Days leftTime value remaining (% of original)Lost per day (% of original premium)
120100%~0.4%
90~87%~0.5%
60~71%~0.6%
45~61%~0.7%
30~50%~0.8%
14~34%~1.2%
7~24%~1.7%
1~9%~4.6%

The table is computed from the standard approximation: an ATM option's time value is proportional to the square root of the time remaining (with IV held constant). Both columns are measured from the same base β€” the original 120-day premium.

At 30 days left, half the time value has already melted away. The other half burns off over the remaining 30 days β€” the same amount as in the first 90 days, just at roughly 3x the pace. That's why this is our "swap window."

Once you've internalized this curve, you'll decide for yourself when an option is still worth holding and when it's time to swap it. No more guesswork: you manage the cycle on a clear schedule.

PUT rule: SWAP when 30 days are left

Put options are your insurance. They must be swapped (rolled) on time.

Put swap procedure (step by step)

When the Put option has 30 days left:

Step 1 β€” Sell the old Put Spread:

Step 2 β€” Buy a new Put Spread:

Step 3 β€” Calculate the cost:

  • Proceeds from closing the old positions
  • Minus the cost of the new positions
  • The difference = the "swap cost" (typically $100-300)

CALL rule: DON'T SWAP β€” let it expire

The Covered Call should simply run to expiry. Why?

ReasonExplanation
Time works for youYou're the seller β€” the more time passes, the more you earn
Swapping costs moneyEvery swap = paying the bid/ask spread twice
If exercised β€” it was plannedSOL sold at $160, i.e. +82% above the current $88 β€” that's a ceiling you chose in advance, not a surprise
SimplicityFewer actions = fewer mistakes

After the Call expires:

  1. If the Call is worthless (price < $160) β€” sell a new 120-day Call
  2. If the Call is exercised (price > $160) β€” SOL is sold, USDC received β€” top up the vault

Annual calendar

Notice the difference in rhythm: the Put is swapped 30 days before its 120-day expiry, so one Put "cycle" runs ~90 days. The Call is held to expiry, so its cycle is the full 120 days. That's why the two schedules drift relative to each other.

Total per year: ~4 Put swaps (365 / 90), ~3 Call renewals (365 / 120).

What does a swap cost?

Typical cost: $100-300 per swap. That's the net amount for the entire Put Spread position β€” all three legs together (Long Put $90 x 200 SOL, Short Put $65 x 100 SOL, Short Put $60 x 100 SOL), whose original net cost was $500. Not per contract.

When to break the cycle

Normally you stick to the schedule. But there are situations that call for acting early:

🚨

LTV >= 45% is a signal for urgent action: the SOL price has dropped enough that the lending position has reached a level where it's time to react. Context: the strategy's target LTV is ~30%, and liquidation happens at ~71% β€” 45% isn't liquidation yet, but it's the threshold where you act ahead of time instead of at the last minute. You know what to do β€” pause the options cycle temporarily and put everything toward stabilizing the LTV.

Swapping the Put when the price has risen

If SOL rises from $88 to $105 (+20%):

The protection moves with the price. Like renewing an insurance policy for a new asset value.

Automated alerts

The platform will watch for these signals:

SignalLevelWhat to do
45 days leftInfoStart planning
30 days leftWarningTime to swap β€” act within 5 days
21 days leftCriticalUrgent swap
14 days leftEmergencySwap at any cost

Next step: The last lesson in the module β€” Implied Volatility. You'll learn how volatility affects prices and when it's cheapest to buy protection.

Quick check
Why is the Put option swapped when 30 days are left instead of waiting until expiry?
Practice task
0 / 5
Compare premiums across two expiry dates

Why a 120-day cycle with a swap at 30 days left? You'll see the answer yourself by comparing real premiums (~15 min). Just observation and arithmetic β€” no trading.

This is a PAPER exercise β€” we compare prices and calculate, we do NOT trade. Don't buy anything.

This is learning, not investing β€” use only small amounts you treat as tuition.

You just measured time value decay yourself and understood why the swap window sits at 30 days β€” most options users never check this.