Theta decay on put options

Say suppose i buy put option at x amount next day before market opening theta decay should have happened and premium should have been lower . However premium was higher , how?

Theoretically that is how it is with all things remaining constant, but in real scenario things like underlying price, Implied Volatility and other Greeks aren’t constant, all this things together drive Option prices, not just any one Greek. For better understanding will suggest you to read about Greeks on Varsity.

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option greek work in combination with each other with movement in spot, that is how price of option moves and theta is just one part of those greeks.

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