What does it mean to assert that the theta of an option position is -0.1 when time is measured i

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1. The theta of an option position refers to the rate at which the value of the option changes w

What does it mean to assert that the theta of an option position is -0.1 when time is measured in years? If a trader feels that neither a stock price nor its implied volatility will change, what type of option position is appropriate?