Comment on Theta

Azeem commented on 03 Feb 2018, 11:49 AM

Nifty Spot = 10760
CE 10850 Premium = 83
CE 10900 premium = 65
Both intrinsic value is 0 but time value has a difference of 18 rs. How to arrive at this 83 and 65 rs time value ?
So like delta of atm options is always around 0.5 what is the formula for calculating time value ?

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