The Theta of an option is defined as: A. expected change in the option premium for a small change in volatility. B. expected change in the option premium for a small change in the spot rate. C. expected change in the option premium for a small change in time to expiration. D. expected change in the option premium for a small change in the domestic interest rate.
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Home » Business » The Theta of an option is defined as: A. expected change in the option premium for a small change in volatility. B. expected change in the option premium for a small change in the spot rate. C.