The Greeks (which include delta, gamma, theta, vega, and rho) provide a way to measure the sensitivity of an option's price ...

For instance, an option with a theta of -0.05 loses 5 cents in value per day, with the decay speeding up near expiration. Theta options are defined as an options greek that measures the rate at ...

Theta is non-linear, because it accelerates as the option gets closer to expiration. This rate of decay is proportional to the square root of the time remaining before expiration. Vega measures ...

Time value led drop in option premium is not a new thing to anyone. This is most popularly known as Theta Decay. Naturally Option Premium keep reducing in value with the passage of time.

Reviewed by Akhilesh Ganti Have you found strategies that make use of the decay of an option's theta that are attractive but ...

Theta. The loss in value an option will experience due to the passage of time. As a quantification of time decay, theta is usually expressed on a per-day basis. Vega. The change in an option's ...

Have you found strategies that make use of the decay of an option's theta that are attractive but you can't stand the associated risk? At the same time, conservative strategies such as covered ...