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Strategies & Market Trends : Canadian Options
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To: Dave.S who wrote (486)5/26/1997 8:53:00 PM
From: Jan Johnstone   of 1599
 
Anyone know accepted equation for option decay. I could look it up, but thought someone out there might have it handy. Looking for expression in terms of decay per month/day in percentage terms if possible.

Thanks

Jan
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