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Assuming 0 dividends, the underlying is not hard to borrow, and the option is European: If the risk free rate is 0, the theta decay for strike and maturity matched options on the same underlying are equal. If the risk free rate is negative, the put will have a higher theta decay. The intuition for this is that a long call option position borrows money ...


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All else equal, a put with a higher strike will have a more negative delta than a put with a lower strike. If an investor buys a high strike put and sells a low strike put, it is a negative exposure to the underlying. Options trading can be risky and can cause significant losses. Options trading is not appropriate for some investors. The above is not ...


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I'm not well versed in the Greeks since I only use delta. I'll take a stab at it but take this answer with a grain of salt. Theta has different formulas for both call and put options. Whether it's merely a change of signs to account for direction or whether it relates to the distribution curve, I couldn't tell you. It's above my pay grade. Perhaps a ...


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