News for hackers. Stuff that matters.
Re:Apple's privacy push cost Meta $10B by npongratz on Friday February 04, 2022 @03:01PM (#30212185)
> In my example this is roughly due to the time between now and the exercise date. Over time, this shrinks, this is called beta-decay.

I think you mean theta decay. Theta is the time factor of an option's value.

Beta is, roughly, a comparison of a security's (or portfolio's) volatility versus market vol.

https://www.investopedia.com/terms/b/beta.asp

Beta decay is studied in a completely different industry.

https://en.wikipedia.org/wiki/Beta_decay

Re:Apple's privacy push cost Meta $10B by jboy55 on Friday February 11, 2022 @11:14PM (#30309886)
Thanks, it was theta, I had it explained to me first as beta, and it stuck in my mind that way.