Learn Options

Foundations

Options Basics

Call and put rights, contract premiums, expiration value and share transactions created by exercise.

Calls

The buyer’s purchase right and seller’s sale obligation, including covered and uncovered positions.

Puts

The sale right, its use in protecting shares, and the purchase obligation accepted by a put seller.

Long vs. Short Options

Opening and closing trades, price direction, position size and the obligations of combined positions.

Strike, Premium, and Moneyness

How the underlying price and strike determine intrinsic value, and how the premium enters the trading result.

Pricing and valuation

Intrinsic and Extrinsic Value

The two components of an option’s price and the value of retaining its exercise right.

How Options Are Priced

Pricing inputs, European and American valuation models, and the full European pricing formulas.

Implied Volatility

Deriving volatility from a premium, interpreting its annualized scale, and comparing strikes and expirations.

Options Greeks

How changes in price, time, volatility and interest rates affect option value, with sensitivity formulas and position scaling.

Positions and risk

Spreads and Multi-Leg Positions

How quantities, strikes and expirations change the payoff and exposure of combined options.

Payoff and Break-Even

Single-option and spread calculations, including payoff regions, break-evens and maximum results.

Risk, Margin, and Assignment

Option losses, account collateral and share funding when a spread’s short put is assigned.

Trading and settlement

Options Chains and Quotes

Reading contract listings, bid and ask prices, quoted size and calculated values.

Orders, Volume, and Open Interest

Order execution, package trades and the accounting behind activity and outstanding contracts.

Expiration, Exercise, and Assignment

Exercise rights, allocation to sellers, settlement and decisions near expiration.

Time horizons

0DTE Options

Final-day payoff, changing sensitivity near the strike, and settlement after trading ends.

LEAPS

Long-dated contracts, their cost and changing value, and the differences between holding, exercising and rolling.

Reference

Options Glossary

Definitions of contract, pricing, strategy and trading terminology.