标题:
[讨论]
长周末股市关三天，熬破心的时间值损失三天？
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作者:
st168
时间:
2010-12-22 22:44
标题:
长周末股市关三天，熬破心的时间值损失三天？
希腊字母的 Theta 值（每日 Decay 的负值 ）.
作者:
tfmegatron
时间:
2010-12-22 22:46
option time value doesn't count weekend, man...
作者:
蓉儿
时间:
2010-12-22 23:02
option time value doesn't count weekend, man...
tfmegatron 发表于 2010-12-22 21:46
作者:
st168
时间:
2010-12-22 23:07
2#
tfmegatron
Thanks.
"Theta is the calcuation that shows how much of this time value is eroding as each trading day passes - assuming all other inputs remain unchanged. "
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