When a call option is in-the-money (i.e., the underlying asset price is above the strike price), the put option with the same strike price is out-of-the-money (i.e., the underlying asset price is below the strike price). In this scenario, the thetas of the call and put options will generally not be the same2.But in sensibul greek give one value of theta for call n put . This is not correctly showing theta. Kindly provide ur comments