Theta
Ratio of the change in the price of an option to the decrease in the time to its expiration. Theta accelerates as the option approaches expiration, and is at its highest immediately before the option expires. Also called time decay.
Ratio of the change in the price of an option to the decrease in the time to its expiration. Theta accelerates as the option approaches expiration, and is at its highest immediately before the option expires. Also called time decay.
