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This price erosion through the years is called date rust

Motag, November 21., 2022 - 0 Comments

This price erosion through the years is called date rust Theta Theta lets you know how much the price of a choice is drop-off each day since the solution nears expiration, if the other affairs will always be the same. Time-value erosion is not linear, meaning the cost erosion regarding at the-the-money (ATM), just a bit aside-of-the-currency, and you may ITM possibilities basically grows since conclusion tips, whenever you are

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