A bleed that measures the effect of time on an option contract (or an options portfolio) as it becomes closer...
A bleed that measures the effect of time on an option contract (or an options portfolio) as it goes farther...
A second-order greek that measures the instantaneous rate of change of an option’s delta with respect to the passage of time. In other words,...
A change in the sensitivity of an option (or generally a derivative) with the passage of time, holding everything else constant (e.g., volatility)....
A change in the gamma of an option (or generally a derivative) with the passage of time, holding everything else constant (e.g.,...
A change in the sensitivity of an option (or generally a derivative) with the passage of time, holding everything else constant (e.g., volatility)....