Theta partial value.

Namespace: RightEdge.Common
Assembly: Common (in Common.dll) Version: 2010.1.0.0 (2010.1.0.0)

Syntax

C#
public double Theta
Visual Basic
Public Theta As Double
Visual C++
public:
double Theta
F#
val mutable Theta: float

Field Value

Type: Double

Remarks

The change in the price of an option for a one day decrease in the time remaining to expiration, also known as "time decay".

See Also