Theta - The measure of change in the value of an option relative to the continuous decrease in time to expiry.
Also called time decay, the ratio of the change in an option price to the decrease in time to expiration.
The rate of change of an option or warrant premium for a given change in the number of days to expiry. Usually expressed in pence per day or per week, the theta measures the loss of time value as the option/warrant nears its expiry date.
Theta : the measure of change in the value of an option relative to the continuous decrease in time to expiry.
also called time decay, the ratio of the change in an option price to the decrease in time to expiration.
the rate of change of an option or warrant premium for a given change in the number of days to expiry. usually expressed in pence per day or per week, the theta measures the loss of time value as the option/warrant nears its expiry date.
Theta