Theta is the sensitivity of an option premium or price relative to changes in time. This characteristic tends be viewed on an instantaneous basis in financial literature and on a daily change basis in practice.
Barry Goldsmith
| APA | Barry Goldsmith. (2010). theta. Retrieved September 22, 2026, from http://smartdefine.org/theta/definitions/1165138 |
| Chicago | Barry Goldsmith. 2010. "theta" http://smartdefine.org/theta/definitions/1165138 (accessed September 22, 2026). |
| Harvard | Barry Goldsmith 2010, theta, Smart Define, viewed 22 September, 2026, <http://smartdefine.org/theta/definitions/1165138>. |
| MLA | Barry Goldsmith. "theta" 21 October 2010. Web. 22 September 2026. <http://smartdefine.org/theta/definitions/1165138> |