Module 1 · Options Basics · Lesson 2

What is time decay?

Every option has an expiry date. As that date gets closer, the option loses value, even if the stock price doesn't move at all. This loss in value, just from time passing, is called time decay. In options trading, we use the Greek letter Theta (Θ) to measure it.

Think of an option like an ice cube. Even sitting still, doing nothing, it slowly melts. The stock price is the room temperature. It affects how fast the ice melts, but the ice melts either way, just from time passing.

A simple example. Say you buy an option for $2.00 with 30 days left until expiry. If the stock price doesn't move at all for two weeks, that option might now be worth only $1.40, not because anything happened, just because 14 of those 30 days passed. That missing $0.60 is time decay.

Why this matters

If you buy options, time decay works against you. Every day that passes, your option is worth a little less, all else being equal. You need the stock to move in your favour, and move enough, before time eats away your position.

If you sell options, time decay works for you. You collect a premium upfront, and every day that passes without the stock moving against you, that premium is a little more "locked in." This is why many traders who sell options describe themselves as being "paid to wait."

Decay isn't a straight line

Time decay isn't steady. It speeds up as expiry gets closer. An option with 60 days left decays slowly. The same option with 5 days left can lose value very quickly, day by day. This is one reason short-dated options (like the 1-3 day options we often write about here) behave so differently from options with months left on them.

Rule of thumb. The last week before expiry is when time decay is strongest. This is exactly why short-dated option sellers pay close attention to the final days of a trade, and why short-dated option buyers need the stock to move fast, not eventually.

What this doesn't mean

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