OPT_BS_THETA(call_put_flag,spot,strike,time,rate,volatility[,cost_of_carry])
OPT_BS_THETA uses the Black-Scholes model to calculate the 'theta' of a European option with call_put_flag, call_put_flag struck at strike on an asset with spot price spot.
(The theta of an option is the rate of change of its price with respect to time to expiry.)
time is the time to maturity of the option expressed in years
and rate is the risk-free interest rate to the exercise date, in percent.
volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date.
cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_VEGA, OPT_BS_GAMMA.