Theta: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Administrator (CSV import) |
imported>Doug Williamson (Classify page.) |
||
| (2 intermediate revisions by the same user not shown) | |||
| Line 1: | Line 1: | ||
''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. | ||
Theta is sometimes known as the 'time decay' of the option, because the remaining time value of options generally decreases as time passes. | |||
== See also == | == See also == | ||
* [[Greeks]] | * [[Greeks]] | ||
* [[Options]] | |||
* [[Time decay]] | |||
* [[Time value]] | |||
[[Category:Financial_products_and_markets]] | |||
Latest revision as of 12:29, 2 July 2022
Options analysis.
The sensitivity of the market value of an option with respect to changes in the time to expiry of the option.
Theta is sometimes known as the 'time decay' of the option, because the remaining time value of options generally decreases as time passes.
