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?

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Risk Management And Financial Institutions

ISBN: B008AUN1VW

1st Edition

Authors: John C Hull

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Question Posted: Jul 15, 2024 10:00 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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