题目
Which type of option experiences accelerating time decay as expiration approaches in an unchanged market?
选项
A.In-the-money
B.Out-of-the-money
C.At-the-money
D.None of the above
答案
C
解析
The theta of the option (time value) decays at a higher rate as expiration approaches for at-the-money options.随着平价期权到期日的临近，期权的theta（时间值）以更高的速率衰减。