Why Is Theta Decay Generally Non-Linear, Accelerating Closer to Expiration?

Theta decay accelerates closer to expiration because the probability of the underlying price moving significantly to make an OTM option ITM, or an ITM option deeper ITM, diminishes rapidly. The time value, which is essentially the premium paid for that remaining uncertainty, collapses quickly in the final weeks.

This non-linear decay is a key feature of option pricing.

Does the Time Value of an ATM Option Decrease Linearly or Non-Linearly over Time?
What Is the Practical Implication of Accelerating Theta for Short-Term Option Buyers?
What Is the Relationship between Theta (Time Decay) and Vega near Expiration?
How Does Time Decay, or Theta, Affect the Value of an Options Contract?
Why Does the Extrinsic Value of an Option Decay as It Approaches Expiration?
Why Is Theta Decay Usually Non-Linear, Accelerating as an Option Approaches Expiration?
What Is the Practical Implication of Accelerated Theta Decay for an Option Seller?
Which Options Are Most Susceptible to Time Decay: Short-Term or Long-Term?

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