time decay Definition

time decay

Definition

The ratio of the change in an option's price to the decrease in its time to expiration. also called theta.

This content can be found on the following page:

Reproduction of all or part of this glossary and/or this page, in any format, without written consent is prohibited. If you have questions about this dictionary please feel free to contact us feedback\@\investorguide.com

email
print
cite
link
translate
share

time decay is ...
... part of the Options subject.