Since there's not a lot of day-to-day volatility in interest rates, rho typically has a somewhat negligible impact on most option trades. Theta gauges the time value of an option. Theta defines ...

There are quite a few Greeks, though the Greeks most likely to show up on an option chain are delta and theta. Delta, which can be anywhere between -1.0 to 1.0, measures the change in an option's ...

If the trader thought this $1 move might take place over two weeks, an options calculator can figure out the theoretical time ...

benefiting from both volatility contraction and Theta decay. The strong strangle strategy is an options trading approach ...