The ratio of the change in an option's price to the decrease in its time to expiration. also called theta.
Related information about time decay:
- Time Decay Definition | Investopedia
The ratio of the change in an option's price to the decrease in time to expiration. Since options are wasting assets, their value declines over time. As an option ...
- Time Decay by OptionTradingpedia.com
Learn about what Time Decay means in options trading and how Time Decay is calculated.
- Exponential decay - Wikipedia, the free encyclopedia
A quantity is subject to exponential decay if it decreases at a rate proportional to its value. Symbolically, this process can be expressed by the following ...
- Time Decay »
Time decay, also known as theta, is defined as the rate by which an option's value erodes into expiration. The value of the option over parity to the stock is called ...
- Understanding Theta - Time Decay Of Options - YouTube
Jan 21, 2011 ... http://www.optionalpha.com - Option traders need to learn how Theta - Time Decay Of Options - works before you can start making serious ...
- Time Decay
dedscribes the concept of time decay and it's effect on option prices.
- $116 Million Per Day In Option Time Decay - Seeking Alpha
Feb 13, 2012 ... There are 3410 stocks and 271 ETFs that have call options expiring next Saturday, February 18, 2012. The total amount of open interest in ...
- Time Decay Of Futures Options - Commodities - About.com
Time decay of futures options is a major factor option traders must consider before they buy a futures option contract. Time decay of options means that options ...