Theta is the simplest Greek to read — and the one most option buyers ignore until it is too late. In plain English: theta is how many dollars the option loses every day the stock does nothing. Every morning you wake up, time has passed, and theta has already subtracted from your P&L.
Theta in One Sentence
A theta of -0.08 on a long call means that, all else equal, the option will be worth $8 less tomorrow (per contract) than it is today. Multiply by the number of contracts and you have your daily "rent" on that position.
How to Compute Your Daily Theta Bill
Run this calculation on every open options position, long or short:
- Daily theta $ = contracts × theta × 100. Negative for long, positive for short.
- Sum across the whole book. Net theta tells you whether tomorrow, under a totally flat market, your options account gains or loses — and by how much.
- Compare to the premium collected. If you collected $300 premium and daily theta is +$15, you break even in ~20 days of flat market. That is your realistic hold target.
Where to See Theta in the App
Open the Risk Report from the Positions page (modal). For each strategy group it surfaces a Theta / day cell — net theta of all option legs in that group, currency-converted, expressed in daily dollars. That number is exactly what a flat-market day costs (negative for net buyers) or earns (positive for net sellers) on that group.
Per-leg raw theta lives in the underlying position record (Flex Query / API export) but does not have a dedicated column in the Positions table today. The Risk Report's grouped view is the user-facing surface.
Theta = dollars lost per day from time alone
Buyers pay it · sellers collect it · it accelerates near expiry
Risk Report "Theta / day" cell = your daily flat-market $ per strategy group