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Technology Stocks : Ascend Communications (ASND)
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To: Glenn D. Rudolph who wrote (39142)3/14/1998 3:04:00 PM
From: OMM  Read Replies (2) of 61433
 
Glenn

>>The near month time premium drops an average of 20% over that weekend<<

That comment is a little rigid, but might be a useful rule of thumb. The amount of decay is really not tied to the specific weekend. ANY weekend produces three days of decay. Also, the at the money options have much great theta (amount of decay), than the deeply in-the-money or far out-of-the-money options. Also decay grows larger as you approach expiration.

OMM
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