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From: anthony Tassone on 28 May 2010 05:54
blstheta(Price,Strike,Int_Rate,Time,Volatility)

blstheta(100,100,.01,.25,.30)
ans =
-12.394

Question 1 : what is this value?

Question 2: Why is the following value produced by the following formula dramatically different than the value blstheta gets? Both should display the decay of price for 1 day.

blsprice(100,100,.01,.25,.30) - blsprice(100,100,.01,.24722,.30)

Question 3: What scale are blsgamma, blstheta, blsvega on ?
For example is blsgamma the rate of delta change for a 1$ move in underlying?
For example is blsvega the change in price for a 1% chang in volatility?

Thank you
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