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I applied via Referral and was interviewed before Aug 2023. There was 1 interview round.
Time decay in options and derivatives refers to the decrease in the value of an option as it approaches its expiration date.
Time decay is also known as theta decay, as it is represented by the Greek letter theta in options pricing models.
Options lose value over time due to the diminishing likelihood of the option being profitable for the holder.
Time decay accelerates as the expiration date approaches, especially for op...
posted on 12 Feb 2025
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