Theta: Difference between revisions
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imported>Doug Williamson m (Spacing 14/8/13) |
imported>Doug Williamson (Link with Time decay page.) |
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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]] | |||
Revision as of 13:36, 7 October 2015
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.
