Welcome! Please Log In
Search
# A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
E-mail Article | Print Article | digg it | Del.icio.us
Delta/Theta

By dividing the dimensionless Delta or leverage of an option by the dimensionless Theta or decay rate, the trend in the Delta/Theta column indicates which options give the most exposure to the movement of the underlying stock or index for a given decay rate of the option value. The highest numbers indicate the most bang for the buck for the least decay rate.

Sponsors Center
Sponsored Links
Corrections Site Map Help Advertising Opportunities Licensing Opportunities Glossary Store RSS feed
© Copyright 2012 Morningstar, Inc. All rights reserved. Please read our Terms of Use and Privacy Policy.
Content Partnersblack arrow