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Inside · No. 01
Domains
Finance
Economics
Data & Quant

Options Trading, Portfolio Theory, Valuation, Fixed Income and more — each at Fundamentals, Intermediate and Advanced.

FUNDAMENTALS · INTERMEDIATE · ADVANCED
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A working model of options

Options look intimidating because the vocabulary arrives all at once. This tier strips it back to one idea — a right you can choose to use — and builds everything else on top of it. Read it in one sitting; it's designed for about an hour and forty minutes.

~1h 40m·7 sections·Last revised Jul 2026
01 — Foundations

What an option is

An option is a contract. It gives its owner the right — never the obligation — to buy or sell an asset at a fixed price, on or before a fixed date. That one word, right, is the whole idea: you decide later whether to act, and you only act when it pays to.

Compare that to buying the stock outright. Own the stock and you're exposed to every move, up and down. Own a call option on the stock and your downside is capped at what you paid, while your upside stays open. You've bought optionality — the freedom to walk away.

The four building blocks

Every option, however exotic, is assembled from four things. Learn these four and you can read any contract.

Underlying
The asset the contract is written on — a stock, an index, a commodity.
Strike (K)
The fixed price at which you may buy or sell.
Expiration (T)
The last date the right can be used.
Premium
What the buyer pays the seller for the contract, up front.
02 — The two kinds

Calls and puts

There are only two. A call is the right to buy at the strike; a put is the right to sell at the strike. Buy a call when you expect the price to rise. Buy a put when you expect it to fall — or to protect something you already own.

Long call

You profit as the underlying climbs above the strike. Risk is limited to the premium; reward is open-ended.

Long put

You profit as the underlying falls below the strike. A put is portfolio insurance you can buy.

For every buyer there is a seller — the writer — who collects the premium and takes on the obligation. Their payoff is the mirror image: limited gain, and risk that can be large. We'll return to that asymmetry in Section 3.

03 — The core mechanic

Payoff at expiration

At expiration, an option's value is mechanical — no opinion required. A call is worth whatever the underlying is above the strike, and nothing below it:

\[ \text{Payoff}_{\text{call}} = \max(S_T - K,\ 0) \]

Your profit subtracts the premium you paid up front:

\[ \text{Profit} = \max(S_T - K,\ 0) \;-\; \text{premium} \]

The chart below is the fastest way to feel this. Drag the strike and premium, flip between a call and a put, and watch where the line crosses zero — that's your break-even.

Payoff explorer
406080100120140160 -200204060 K Underlying price at expiry ($) Profit / loss ($/share)
Strike (K)${{ strike }}
Premium${{ premiumLabel }}
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{{ payoffReadout }} — one contract controls 100 shares.
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04 — Reading a price

Moneyness & value

An option is in the money when exercising it right now would pay off, at the money when the underlying sits near the strike, and out of the money otherwise.

Call, ITM
Underlying above the strike  (S > K)
Put, ITM
Underlying below the strike  (S < K)

The premium you pay always splits into two parts:

\[ \text{Premium} \;=\; \underbrace{\max(S-K,\ 0)}_{\text{intrinsic value}} \;+\; \underbrace{\text{time value}}_{\text{decays to } 0 \text{ at expiry}} \]

Intrinsic value is what you'd collect by exercising today. Time value is the market charging for the chance that things move your way before expiry — and it erodes to nothing as expiration approaches. That erosion is the single most important fact about holding options.

05 — Under the hood

What drives the price

Five inputs move an option's price. Four you can read off a screen; the fifth you have to estimate.

S — underlying
Where the asset trades now.
K — strike
The agreed exercise price.
T — time
How long until expiry. More time, more possibility.
r — rate
The risk-free interest rate.
σ — volatility
The size of the swings. The one you must estimate.

Volatility (σ) is where intuition breaks. It is not direction — it's the size of the moves. More volatility means a wider range of outcomes, which makes both calls and puts more valuable. The Black–Scholes formula bundles the five inputs into a single fair price for a European call:

\[ C \;=\; S_0\,N(d_1) \;-\; K e^{-rT} N(d_2) \] \[ d_1 = \frac{\ln(S_0/K) + \left(r + \tfrac{1}{2}\sigma^2\right)T}{\sigma\sqrt{T}}, \qquad d_2 = d_1 - \sigma\sqrt{T} \]

You will almost never compute this by hand — a pricer does it. What matters is knowing which way the price moves when each input changes.

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Worked example — put–call parity

A call and a put with the same strike and expiry are tied together with the underlying by one relation:

\( C - P = S - K e^{-rT} \)

Say S = $100, K = $100, one-year rate 5%, and the call trades at $9.50. Parity puts the put near $9.50 − (100 − 95.12) ≈ $4.62. If the market quotes the put much cheaper, the two prices are inconsistent — and someone will arbitrage the gap away.

06 — Sensitivities

The Greeks, briefly

The Greeks measure how the price reacts when one input changes. You don't need all of them on day one — you need four.

Delta (Δ)
Change in option price per $1 move in the underlying. An ATM call is ≈ 0.5.
Gamma (Γ)
How fast delta itself changes. Largest at the money, near expiry.
Theta (Θ)
Time decay — value lost per day, all else equal. The clock working against a buyer.
Vega (ν)
Sensitivity to volatility. Rises with more time to expiry.

Rho (ρ), sensitivity to interest rates, rounds out the set — it matters most for long-dated options and is usually the last one you'll reach for.

07 — Recap

Recap & key terms

An option is a right, not an obligation — the buyer's loss is capped at the premium.
Calls pay off when the underlying rises above K; puts when it falls below K.
A long call breaks even at strike + premium; the payoff line is fixed at expiry.
Premium = intrinsic value + time value; time value decays to zero at expiration.
Volatility, not direction, is what makes both calls and puts more expensive.

Key terms

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