tag:blogger.com,1999:blog-9037227913857168302.post2110917827416183255..comments2023-12-29T04:06:49.319-08:00Comments on Smoothprofit: The actual time decay Chart of OTM option Theta and VegaCharleshttp://www.blogger.com/profile/08687636210209057326noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-9037227913857168302.post-78703502268746062952016-10-31T14:57:20.315-07:002016-10-31T14:57:20.315-07:00hello, any update on this post? very interestinghello, any update on this post? very interestingAnonymoushttps://www.blogger.com/profile/13498628113332164234noreply@blogger.comtag:blogger.com,1999:blog-9037227913857168302.post-61967110485333257472013-11-02T09:47:43.085-07:002013-11-02T09:47:43.085-07:00More than 6 months later after the post, I took an...More than 6 months later after the post, I took another look at the Theta of the sold put option time decay chart again. <br />On the 1st Monday: SPX=1520/Theta=32<br />On the 5th Monday: SPX=1552/Theta=38<br />So the sold put Theta INCREASE for this 5 weeks is 6 while SPX increased over 30 points. In this particular case, Theta reached its peak at the 5th week before expiration (4-12). In theory, Theta was supposed to keep increasing (if stock price stayed the same) as expiration approaching. But it did not (actually fell significantly) because the stock price rose in the real market.<br />Charles<br />Charleshttps://www.blogger.com/profile/08687636210209057326noreply@blogger.com