What does it mean to assert that the theta of an option position is 100 per day?

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What does it mean to assert that the theta of an option position is –100 per day? If a trader feels that neither a stock price nor its implied volatility will change, what type of option position is appropriate?

AppendixLO1

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Risk Management And Financial Institutions

ISBN: 9781118269039

3rd Edition

Authors: John C. Hull

Question Posted: Jul 27, 2024 02:04 AM

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What does it mean to assert that the theta of an option position is 100 per day?

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Risk Management And Financial Institutions

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