Assertion: call's option | /r/HasProperty | out-of-the money
Facets:
value: slightly
type: DEGREE
Source sentences:
text: Theta increases when options are at-the-money, and decreases when options are in- and out-of-the money.
text: Gamma is higher for options that are at-the-money and lower for options that are in- and out-of-the-money, and accelerates in magnitude as expiration approaches.
text: , you generally see the highest percentage return in the short term when you buy an option that is slightly out of the money.
text: Lastly, an option is considered out-of-the-money when the price of the underlying future or swap is below the strike price of a call option or when the price of the underlying futures or swap is below the strike price of a put option.
text: This means you will see faster time value erosion on options especially options that are out-of-the money.
text: An option will expire worthless only on expiration day, and only if the option is at- or out-of-the-money (OTM) –