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k21k


Total Posts: 1
Joined: Oct 2017
 
Posted: 2017-10-29 14:05
Let's say you have an American Synthetic (with a short call very deep in the money) on a stock. The stock goes ex-dividend.

The day before the ex-div, why does the short call has a theta position? (The other greeks are flat).

Tx in advance for your input
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