Question
A put option's theta is 1.2055. What does it mean tothe prediction of the put option price forthe next 15 days? (witha 360-day calendar year).
A put option's theta is 1.2055. What does it mean to the prediction of the put option price for the next 15 days? (with a 360-day calendar year).
Select one:
A.
0.0495 increase in put price
B.
0.0495 decrease in put price
C.
0.0502 increase in put price
D.
0.0502 decrease in put price
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Get StartedRecommended Textbook for
Fundamentals of Futures and Options Markets
Authors: John C. Hull
8th edition
978-1292155036, 1292155035, 132993341, 978-0132993340
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