流同学2025-02-24 21:37:08
流同学theta为什么说临近到期越大，这从图上看不是越小吗，还是说是绝对值
回答（2）
黄石2025-02-26 09:39:55
黄石同学你好。这里指的是theta的绝对值随着到期日的临近而变得越来越大。
- 评论（0）
- 追问（0）
180****86962025-02-27 11:07:41
Theta, in the context of options pricing, refers to the rate at which an option´s price changes as time to expiration decreases, often called "time decay." Theta is typically negative for long options, meaning as time passes, the value of the option tends to decrease. The statement that "theta increases as expiration approaches" refers to the absolute value of theta, which becomes larger (in magnitude) as the option nears expiration, especially for at-the-money options. This is because the time value of the option is more sensitive to the passage of time as expiration gets closer. While the actual numerical value of theta becomes more negative as expiration approaches (which is why the option´s price decays faster), the absolute magnitude of this value increases, meaning the option loses value more rapidly. So, when we say theta "increases," it refers to its absolute value growing, not the actual value of theta, which remains negative.
- 评论（0）
- 追问（0）
评论
0/1000
追答
0/1000
+上传图片