### Theta Explained | The Options & Futures Guide

The option's theta is a measurement of the option's time decay.The theta measures the rate at which options lose their value, specifically the time value, as the expiration date draws nearer. Generally expressed as a negative number, the theta of an option reflects the amount by which the option's value will decrease every day.

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Time decay, or theta, is enemy number one for the option buyer. On the other hand, it’s usually the option seller’s best friend . Theta is the amount the price of calls and puts will decrease (at least in theory) for a one-day change in the time to expiration.

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I have a formula that uses Black-Scholes to compute the implied pricing of a "Cash or Nothing" binary option on the price of a currency. The option is priced/traded in the same currency as S, K and

### Delta and Gama | Greeks (Finance) | Black–Scholes Model

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Unlike the Poisson or other binomial models of N>1, overdispersion is not possible with a binary response variable, so there is no associated overdispersion function for binary data in glm. Let's take our overdispersed hemlock count data and covert all abundances to 1, thereby creating a …

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### Call Option Vega / Binary Call Options Greeks

Theta does not act like a hedging parameter as do Delta and Gamma. Although there is uncertainty about the future stock price, there is no un- certainty about the passage of time.

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### Time Decay - Investopedia - Sharper Insight. Smarter

The option's vega is a measure of the impact of changes in the underlying volatility on the option price. Specifically, the vega of an option expresses the change in the price of the option for every 1% change in underlying volatility.