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theta

   Also found in: Dictionary/thesaurus, Medical, Acronyms, Wikipedia 0.10 sec.
Theta
The ratio of the change in an option price to the decrease in time to expiration. Also called time decay.
theta
The sensitivity of an option's market value relative to a change in the time to expiration. Theta is a measure of time decay and tends to grow larger as an option approaches expiration.


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