Comment on Application of Option Greeks

Sukesh commented on 05 Nov 2014, 01:24 PM

Hi Karthick,

I understand that the time value of options keep decreasing and the rate of time decay is increases as we approach the end of the option’s life.

I wanted to understand in Indian markets, when is this time decay reflected in the option price?
Is it at the start of day or the end of the trading session?
Considering a long weekend, Is the time decay highest before closing for the week or is the decay reflected in the pricing after the markets open after the long weekend?


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