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Options: time value — details
About this app
The fair option value before expiry (Black-Scholes) as a smooth curve above the payoff — the gap is the time value. Sliders for K, σ, T, r; “time decay” runs T → 0 and the curve collapses onto the hockey stick. Delta as a tangent, gamma/vega/theta live. Debunks “out of the money = worthless”.
Subject: Financial derivatives
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