Understand Theta Better in 6 Minutes: Option Greeks

8 months ago
26

Understanding the option Greek theta better. We cover what theta is, and when what happens in practice differs from the basic definition.

The option calculator featured in the example:
http://www.option-price.com/

Trade On Deribit (10% fee discount via this link):
https://www.deribit.com/?reg=1332.557&q=home

The Deribit Option Course:
https://insights.deribit.com/options-course/

My twitter:
https://twitter.com/cryptarbitrage

Video content
00:00 - What is theta?
00:46 - Differentiation and how it applies to theta
02:08 - Theta with different time to expiry
02:55 - An example of the difference
04:15 - Theta with less than one day to expiry
05:30 - Theta on Deribit

Loading comments...