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Stock Option Data Point: Theta
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Stock Option Data Point: Theta

April 15, 2024 Issue # 22

Leon Merker's avatar
Leon Merker
Apr 16, 2024
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Stock Option Data Point: Theta
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Last week we wrote about delta, one of the option Greeks, that is used to measure how much an option is likely to move in relation to its underlying stock price movement. This week, theta will be discussed.

Theta measures time decay. Options further from expiration with the same strike price are more valuable. Theta is a measure of daily time decay. If y…

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