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Strategies & Market Trends : Canadian Options
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To: Porter Davis who wrote (495)5/27/1997 7:41:00 AM
From: Jan Johnstone   of 1599
 
Thanks for the reference, I use Gastineau's "Options Manual", but it's a little old. I've checked out your suggestion at Amazon, the review looks good, if anyone else is interested :

amazon.com

I'm aware of the option decay curve accelerating, my question was relating more to the rates of decay. For example, if I buy a 1-year option for $1 that always remains at-the-money. How much will it decay in 3 months? 6 months? 9 months? 10 months? 11 months?

I realize rates may vary by security, I'm looking for ballpark figures to corroborate what I use.

Thanks

Jan
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