S SCI new york May 14, 2010 #1 is there a formula for figuring out the time value deterioration of OTM options
M MTE May 14, 2010 #2 Theta is the letter that denotes time decay. To calculate it use any of the option pricing models, such as Black Scholes.
Theta is the letter that denotes time decay. To calculate it use any of the option pricing models, such as Black Scholes.
