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Figure 2.1.1 2.2 Price Decay and Theta
ОглавлениеFig 2.2.1 describes the prices of upbets with a strike price of $100 and time to expiry decreasing from 50 days to zero. In Fig 2.1.1 if one were to imagine a vertical line from the underlying of $99.70 intersecting 50 price profiles (instead of just the five listed in the legend) then in Fig 2.2.1 the middle graph would reflect those upbet prices against days to expiry.