n NISM Certifications
VIII NISM Series VIII
Medium

Theta is the rate of change in option premium for a unit change in ______.

Practice question from NISM Series VIII - Mock Test 4 — bank. The correct answer is highlighted below with a full explanation.

Options

  1. A

    Underlying asset price

  2. Time to expiry

    Correct answer

  3. C

    Volatility

  4. D

    Risk-free rate

A full explanation for this question is being written. In the meantime, the correct answer is highlighted above.

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