Continuing the final part from where i have stopped writing……………. . At-The-Money options have the maximum time value, because intrinsic value can begin to rise at this point. . .The graph here indicates that the (absolute) value of Theta is highest at 2.67 for Nifty 5400 Call, which is At-The-Money (ATM) strike (which is at [...]
Archive for July 29th, 2010
29 Jul
Theta Value of Options Final Part :)
Posted by smcinvestmentindia in Business, Future & Options, smc capitals, SMC Depository, SMC Global, SMC online trading, SMC Research Based Advisory Services. Tagged: Calendar Spreads, Call, Call or Put Credit Spreads, Covered Call, Covered Put Writing, money options, National Stock Exchange, Nifty, Nifty 5400, option, Put Ratio Spreads, Short Strangle, stock options, volatility. 2 Comments
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