Cool. In case anyone is interested, I took a few readings during the day with the closest to the money calls in Tesla expiring tomorrow. Slow and...
Maybe I wasn't clear in my question. How often do option prices adjust for the passage of time. It is throughout the day or is more of a step...
The Black Scholes formula takes into account the number of days before expiration in its calculation for the decay of time value, but is it being...
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