Chapter 03 · Section 3.1

Time to Expiration and Volatility

1. 1Premium→
2. 2The premium decays with time→
3. 3Option pricing→
4. 4Time Value→
5. 5The later the expiration date→
6. 6The loss of time value→
7. 7Diminishing Time Value-1→
8. 8Diminishing Time Value-2→
9. 9Time value definition→
10. 10Volatility→
11. 11Expiration and Exercise Price→
12. 12Volatility and Profit→
13. 13Expiration Profile→
14. 14Volatility→