书上说一般情况下call、put option的THETA是小于零的，但个别情况下，put option value may increase as the option approaches maturity if the option is deep in the money and close to maturity.
As far as I know, this conclusion is based on the B-S formula. It is ture when K>>S and T approaches 0. It is easy to verity using the formula but difficult to explain in words.
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