Comment on Theta

Azeem commented on 02 Feb 2018, 04:53 PM

Spot nifty 10760
I Buy Nifty CE 10750
Delta = 0.55 Premium = 131 Theta = 5.00
Premium = Int value + time value
= 10 + 121
All other things remaining constant, will the premium drop by 5 rs to 126 rs the next day ?

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