Talk:Greeks (finance)/Archives/2013
 | This page is an archive of past discussions. Do not edit the contents of this page. If you wish to start a new discussion or revive an old one, please do so on the current talk page. |
Theta
"Thus if you are long an option you are short theta: your portfolio will lose value with the passage of time (all other factors held constant)." Is that really a legitimate use of the word "short"? Shorting a Greek seems like a strange thing. Wouldn't it just be that the portfolio's theta is negative? --Cup of cocoa (talk) 04:32, 20 March 2013 (UTC)
Upon further investigation, it does seem like established terminology, but should explained somewhere here, as it's different from the normal meaning of long/short. --Cup of cocoa (talk) 04:41, 20 March 2013 (UTC)