Question: Option values increase with the _______ . The expected change in the option premium from a small change in the time to expiration is known

Option values increase with the _______ . The expected change in the option premium from a small change in the time to expiration is known as the _____.

a. length of time to maturity, theta

b. length of time to maturity, lambda

c. size of the strike, theta

d. delta falls to zero, delta

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