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All,
There seems to be some confusion here.
There are THREE days in a weekend, Fri to Sat, Sat to Sun, Sun to Mon.
ALL interest calculations, for example, are always calculated on this
basis.
As to time value it is always decaying - the world doesn't stop just
because its a weekend!!!
I have traded options professionally - prices are ALWAYS adjusted for the
weekend.
As a simple rule of thumb one third of time value expires in the first HALF
of the time of an
option - and the remaining two thirds in the second half. Remember time
decay is
exponential NOT Linear.
hope this is helpful.
Rgds,
Gerald Ashley
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