## Timeline Call Theta

Timeline Call Theta Timeline Call Theta provides a rough measurement that details how much the Timeline Call price will lose over time. Timeline call theta is always negative since if the underlying asset price rises to the strike the contract finishes, i.e. the timeline call can not trade ‘in-the-money’ and hence can not have a […]

## Put Accumulator Theta

Put Accumulator Theta The put accumulator theta displays how the value of the put accumulator will change over time. Since the put accumulator is formed of a series of strikes the theta will generally oscillate around the value zero. Put Accumulator Theta w.r.t. Time From Fig.1 it is straightaway noticeable that the above condition does […]

## One Touch Call Theta

One Touch Call Theta Using the finite difference method to calculate the one touch call theta provides the profiles in Figs. 1 & 2. One touch call theta (and one-touch put theta) is always negative or zero since it is impossible for a one-touch call (or one-touch put) to trade in-the-money. One Touch Call Theta […]

## One Touch Put Theta

One Touch Put Theta One touch put theta is always negative or zero since it is impossible for a one-touch put (or one-touch call) to trade in-the-money. The one touch put theta is the change in the price of the one-touch put due to the passing of time and is the first differential of the […]

## Double No Touch Theta

Double No Touch Theta Double no touch theta is the metric that describes the change in the fair value of a  double no-touch option owing to a change in time to expiry, i.e. it is the first derivative of the double no-touch fair value with respect to a change in time to expiry and is […]

## Duke of York Theta

Duke of York Theta Duke of York theta is the metric that describes the change in the fair value of a Duke of York owing to a change in time to expiry, i.e. it is the first derivative of the Duke of York fair value with respect to a change in time to expiry and […]

## Eachway Tunnel Theta

Eachway Tunnel Theta Eachway  tunnel theta is the metric that describes the change in the fair value of an eachway tunnel owing to a change in time to expiry, i.e. it is the first derivative of the binary options eachway tunnel fair value with respect to a change in time to expiry and is depicted […]

## Call Accumulator Theta

Call Accumulator Theta Call accumulator theta describes the change in the fair value of a call accumulator due to a change in time to expiry, i.e. it is the first derivative of the call accumulator fair value with respect to a change in time to expiry and is depicted as: Θ=dP/dt where P is the […]

## Eachway Put Theta

Eachway Put Theta Eachway put theta measures the change in the fair value of an eachway put due to a change in time to expiry, i.e. it is the first derivative of the eachway put fair value with respect to a change in time to expiry and is depicted as: Θ=dP/dt The Corn eachway put […]

## Eachway Call Theta

Eachway Call Theta Eachway Call Theta describes the change in the fair value of the eachway call owing to a change in time to expiry, i.e. it is the first derivative of the Eachway Call fair value with respect to a change in time to expiry and is depicted as: Θ=dP/dt Eachway Call Theta Over […]