Theta: Difference between revisions
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imported>Administrator (CSV import) |
imported>Doug Williamson m (Spacing 14/8/13) |
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''Options analysis''. | ''Options analysis''. | ||
The sensitivity of the market value of an option with respect to changes in the time to expiry of the option. | The sensitivity of the market value of an option with respect to changes in the time to expiry of the option. | ||
== See also == | == See also == | ||
* [[Greeks]] | * [[Greeks]] | ||
Revision as of 15:26, 14 August 2013
Options analysis.
The sensitivity of the market value of an option with respect to changes in the time to expiry of the option.