What about time decay (theta) during weekend and inter-day?

@AastroGuru I appreciate your concern… :slight_smile:
And yes I want to know how to calculate Option…

I have edited my post above and included the calculation part.
Good Luck!

thank you… :slight_smile:

In this case both theta and Implied volatility might have worked againist you, when vega decreases premium also decreases… But what was your theta on the long put position then? if you know that then you subtract it with the move and calculate how much of the downmove was caused due to vega? If anyone has any other opinion on it then kindly give your thoughts upon it… :slight_smile: