Comment on Theta

Karthik Rangappa commented on 18 Jan 2017, 11:37 AM

If spot is at 8000 then the premium for 7700 CE would be at least 300. If there is ample time to expiry..then the premium will be more than 300…if nothing else changes, then the portion over and above 300 will erode as time passes. This is mainly attributable to time decay.

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