A stock is trading at $ 100. A three-month European put option with a strike of $ 98 costs $ 8.001 and has a theta of -8.087.
Everything else held constant, after 10 trading days (about 0.04 years), you expect the put price to be worth:
Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!
(Save $1 )
One time Pay
(Save $5 )
Billed Monthly
*First month only
You can see the logs in the Dashboard.