Options Theta
From Open Risk Manual
Definition
Options Theta. A measure of the rate of change in an option's theoretical value for a one-unit change in time to the option's expiration date. Action: add terms that define or influence this.
Disclaimer
This entry annotates a FIBO Ontology Class. FIBO is a trademark and the FIBO Ontology is copyright of the EDM Council, released under the MIT Open Source License. There is no guarantee that the content of this page will remain aligned with, or correctly interprets, the concepts covered by the FIBO ontology.
Facts about "Options Theta"
| IsDefinedBy URI of an entity that is defined via an imported vocabulary. | https://spec.edmcouncil.org/fibo/ontology/MD/DerivativesTemporal/ETOptionsTemporal/index-en.html + |
