Hello everyone.

I hope you are all doing fine. I’m new to this forum and English is not my native language. So I apologize for my bad grammar in advance.

I have question about theta of the Option greek.

I tried to calculate but it’s have always have the answer between 4 and 5. While the answer should be - 0.01305

In the input are:

Underlying stock is 48.60

Strike price is 50

Intrest rate is 1%

Volatility 20%

Expiration date is 60

Base on black scholes data

N(d2) is 0.3555

D1 is - 0,28

Could some please tell me what I did wrong. Thank you very much