17.8. What does it mean to assert that the theta of an option position is -0.1 when...

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17.8. What does it mean to assert that the theta of an option position is -0.1 when time is measured in years? If a trader feels that neither a stock price nor its implied volatility will change, what type of option position is appropriate?

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Fundamentals Of Futures And Options Markets

ISBN: 9780134083247

9th Edition

Authors: John Hull

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Question Posted: Jul 26, 2024 08:00 AM

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17.8. What does it mean to assert that the theta of an option position is -0.1 when...

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Fundamentals Of Futures And Options Markets

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