Читать книгу Binary Options - Hamish Raw - Страница 46
Figure 2.7.1
Оглавление2. Whereas the theta of the conventional call and put are the same and are always negative, the theta of upbets and downbets each take on both positive and negative values.
3. The theta of the conventional is at its greatest absolute value where the theta of upbets and downbets are both zero, i.e. when the options are at-the-money.