Charm

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Dictionary Says

Definition of 'Charm'

The rate at which the delta of an option or warrant will change over time. Charm refers to the second order derivative of an option's value - once to time and once to the price. It is also the derivative of theta, which measures the time decay of an option's value. This value decreases as the option approaches maturity. 
Investopedia Says

Investopedia explains 'Charm'

Charm is used by investors who employ a delta-hedging option trading strategy, and provides the investor with information on the delta of an option on a per-year basis. As the number of days left on the options contract gets smaller and smaller, charm becomes more volatile and less accurate.

 

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'Charm'

  • Is Third Time The Charm For Gilead?

    http://stocks.investopedia.com/stock-analysis/2011/Is-Third-Time-The-Charm-For-Gilead-GILD-VRUS-VRTX-JNJ-MRK-ACHN-INHX-BMY-GSK1122.aspx
    ... Article; Comments (0). Is Third Time The Charm For Gilead? Posted:
    Nov 22, 2011 11:23 AM by Stephen D. Simpson, CFA. ...

  • Chrysler Bailout 2009: Third Time's A Charm? - Investopedia.com

    http://financialedge.investopedia.com/financial-edge/0609/Chrysler-Bailout-2009-Third-Times-A-Charm.aspx
    ... Chrysler Bailout 2009: Third Time's A Charm? ... For the sake of taxpayers' investment,
    we have to hope that this chance will prove to be the charm for Chrysler. ...

  • Homebuyers' Walkthrough: Buying New Versus Previously-Owned ...

    http://www.investopedia.com/university/homebuyers-walkthrough/homebuyers-walkthrough2.asp
    ... While older homes do require more time and attention, many buyers feel the extra
    effort is worth it to be in a home with more charm than newer homes tend to ...

  • Diversification: Protecting Portfolios From Mass Destruction

    http://www.investopedia.com/articles/financial-theory/09/uncorrelated-assets-diversification.asp
    This investing strategy retains its charm as a protection
    against random events in the market. ...

  • 4 Biggest Investor Errors Slideshow | Investopedia

    http://www.investopedia.com/slide-show/investor-errors
    ... will resist selling a stock - particularly if it's a great company with great returns
    and little debt - often, the reality is that despite its charm, a stock ...

  • 5 Worthwhile, Inexpensive Christmas Destinations - Investopedia. ...

    http://financialedge.investopedia.com/financial-edge/1211/5-Worthwhile-Inexpensive-Christmas-Destinations.aspx
    ... This French-speaking city in the northern region of Quebec , Canada guarantees a
    snowy winter experience in a city that has a certain old-world charm to it. ...

  • Four Big Investor Errors

    http://www.investopedia.com/articles/stocks/07/whentosell.asp
    ... will resist selling a stock - particularly if it's a great company with great returns
    and little debt - often, the reality is that despite its charm, a stock ...

  • 3 Reasons To Own Liberty Interactive

    http://stocks.investopedia.com/stock-analysis/2011/3-Reasons-To-Own-Liberty-Interactive-LINTA-LCAPA-IACI-HSN-EXPE-BKS0711.aspx
    ... Nonetheless, the tracking stock has some good assets under its roof. Here's hoping
    a third time's a charm. TUTORIAL: How To Analyze Earnings. ...

  • The Giants Of Finance: Andrew Carnegie

    http://www.investopedia.com/articles/financial-theory/09/andrew-carnegie.asp
    ... Carnegie's able mind and charm advanced him quickly up the ranks of the railroad
    until he found himself serving as the secretary for the Pennsylvania Railroad ...

  • 28 Clues That Earnings Are Getting Stronger

    http://stocks.investopedia.com/stock-analysis/2009/28-Clues-That-Earnings-Are-Getting-Stronger-CLF-FFH-GNW1105.aspx
    ... conditions are improving. The fact that the markets aren't necessarily building
    this into current prices is part of its charm. The job ...

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