Theta options are defined as an options greek that measures the rate at which the option loses its time value as the expiration date draws near.

Theta is the decay in an option’s time value as it gets closer to expiration. Time decay is a big risk in options trading.

What is Theta? What is option time decay? How does time decay work? These are common questions of beginning options traders. Theta is the Greek term used to denote option time decay. Theta is one ...

In particular, in the final two weeks before options expiration, theta increases rapidly as the premium in a given option becomes less and less valuable, giving traders an opportunity to profit ...

Unfortunately, options don't work like that. You are fighting theta decay from the very first day if you are long options.

Continuing with our defining the Greeks series, this article will explain Theta. Remember, Greeks are merely a fancy name for a math formula used to measure or explain a price movement. Theta is ...

Investors should remember that Theta works for them when they are writing options and works against them when they buy options 4.

Plus, investors must consider that dreaded time decay (theta) works against a call buyer here (see figure 1).