Comment on How to use the option calculator?

Shravan commented on 21 Apr 2017, 02:03 PM

Thanks for your modules on options, it changed lot of my views.

I have a query ::
what is effect of weekend( i mean holidays) on theta.
Example :: suppose today is 21st April no of days to expiry is 6 days (27th April)
so the option prices would be as per 6 days to expiry, but what will happen to option prices on Monday morning
as no of days to expiry will be 4 that time.

So, will the option premium reduce on opening of market on Monday assuming volatility remains same.

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