Time decay intensity
Which contracts are most sensitive to daily time decay?
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Sample JSON
Specification JSON
Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: High decay
- -0.103
- Lowest item: Moderate decay
- -0.429
- Average
- -0.323
- Number of items
- 4 items
Main chart: daily Theta/midpoint (%/day), by contract
Daily Theta/midpoint (%/day) (Bar)
Supporting chart: absolute Theta and DTE
Absolute Theta and DTE (Line)
Detail: data rows, observation dates and missing-value status for time decay intensity
Daily Theta/midpoint (%/day) and Absolute Theta and DTE (Table)
Sample data rows
| Contract | Daily Theta/midpoint (%/day) | Absolute Theta and DTE | Data date (sample) |
|---|---|---|---|
| Low decay | -0.34 | -0.042 | 2026-10-16 |
| Moderate decay | -0.429 | -0.162 | 2026-10-16 |
| High decay | -0.103 | -0.182 | 2026-10-16 |
| Very near expiry | -0.42 | -0.314 | 2026-10-16 |