- CFA Exams
- CFA Level I Exam
- Topic 7. Derivatives
- Learning Module 34. Valuation of Contingent Claims
- Subject 6. Option Greeks and Implied Volatility

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**CFA Practice Question**

______ measures the change of option price with respect to the time remaining until expiration.

A. Theta

B. Rho

C. Gamma

**Explanation:**Theta is the negative of the first derivative of the option price with respect to the time remaining until expiration.

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