How Does a Longer Time to Expiration Mitigate the Immediate Impact of Theta?

Options with a longer time to expiration have a lower Theta value. This means the premium loss per day due to time decay is smaller compared to options nearing expiration.

The decay is spread out over a longer period, making the immediate daily loss less significant and giving the option a longer runway for the underlying crypto's price to move favorably.

How Does a Market Maker Use the Theta Greek to Estimate the Daily Decay of an Option’s Value?
Does a Short-Dated Option Have Higher or Lower Execution Risk than a Long-Dated Option?
What Is “Time Decay” (Theta) and How Does It Affect the Premium?
How Does a Trader Use a “Short-Dated” Option to Maximize Theta Decay?
Why Do Some Traders Prefer Options with Lower Theta for Long-Term Speculation?
Does a Longer Time to Expiration Generally Result in a Lower or Higher Gamma?
How Does an Option’s “Time Decay” (Theta) Affect Its Premium?
How Does the Time Decay (‘theta’) Affect Option Prices?

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