Options Greeks

A detailed look at option time decay, with a focus on 0DTE options trading and the impact of theta on zero days to expiration positions.

Learn how to "anchor" the strike price of an option selling strategy with probabilities.

Options traders often reference the "Greeks" as a way to measure an option price's sensitivity to external factors such as volatility and time decay.

Moneyness is used to describe an option contract's intrinsic value. An option's strike price is either in-the-money (ITM), out-of-the-money (OTM), or at-the-money (ATM).

Delta hedging is a neutral trading strategy used to generate income while staying nondirectional.

Options traders often refer to the delta, gamma, vega and theta of their option positions. Collectively, these terms are known as the "Greeks," and they measure an option price's sensitivity to quantifiable factors.

Delta can be used to estimate the probability a stock will be in-the-money at expiration. This video demonstrates how to use delta when setting up option strategies.

Placing high probability trades is actually incredibly easy once you know where to look. In this video tutorial we will help you figure out how to pin your probability of success at any strike price.

Setting up your trade tab on your broker platform is very simple and we'll show you how to quickly save the settings so that you never have to do it again when you login.