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 (Declaration)
Public Theta As Double

Visual C++
public: double Theta

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".