Topic

Options

Premium, time decay, assignment and sizing: the arithmetic behind a contract, and the positions worth taking on how to trade one.

Most options mistakes are arithmetic mistakes made in a hurry: a premium sized as though it were a stop, a short put sized for an average week, a call bought with less time than the idea needs. The pages here work each of those sums through on a hypothetical contract, so you can see the payoff before you place the order.

If the contracts themselves are new to you, the options foundations course starts from what a call and a put are and ends with the approval levels a broker assigns.

Courses

Analysis

Explainers

Glossary

  • Early assignment

    When the holder of an American-style option exercises it before expiration, and the clearing system assigns the obligation to a trader who is short that option.

  • Expected move

    The size of the price move, up or down, that current option prices imply for a stock by a given expiration, usually stated as one standard deviation.

  • Extrinsic value

    The part of an option's premium above its intrinsic value: what buyers pay for the time left before expiration and the chance of a bigger move in their favor.

  • Open interest

    The number of option contracts at a given strike and expiration that have been opened and not yet closed, exercised or expired.

  • Pin risk

    The uncertainty a short option seller faces when the stock closes at or very near the strike on expiration day, leaving it unclear whether the option will be exercised.

Calculators

  • Options Profit Calculator

    Profit or loss at expiration for a long or short call or put, with the breakeven and a payoff table.