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Speculation is a wager on future price direction. A speculator might think the price of a stock will go up, perhaps based on fundamental analysis or technical analysis.
A speculator might buy the stock or buy a call option on the stock. Options were really invented for hedging purposes.
Hedging with options is meant to reduce risk at a reasonable cost. Here, we can think of using options like an insurance policy.
Just as you insure your house or car, options can be used to insure your investments against a downturn. Imagine that you want to buy technology stocks.
But you also want to limit losses. By using put options, you could limit your downside risk and enjoy all the upside in a cost-effective way. In terms of valuing option contracts, it is essentially all about determining the probabilities of future price events.
The more likely something is to occur, the more expensive an option would be that profits from that event. For instance, a call value goes up as the stock underlying goes up.
This is the key to understanding the relative value of options. The less time there is until expiry, the less value an option will have.
Since time is a component to the price of an option, a one-month option is going to be less valuable than a three-month option.
This is because with more time available, the probability of a price move in your favor increases, and vice versa.
Accordingly, the same option strike that expires in a year will cost more than the same strike for one month.
Volatility also increases the price of an option. This is because uncertainty pushes the odds of an outcome higher.
If the volatility of the underlying asset increases, larger price swings increase the possibilities of substantial moves both up and down.
Greater price swings will increase the chances of an event occurring. Therefore, the greater the volatility, the greater the price of the option.
Options trading and volatility are intrinsically linked to each other in this way. On most U. The majority of the time, holders choose to take their profits by trading out closing out their position.
This means that option holders sell their options in the market, and writers buy their positions back to close. Time value represents the added value an investor has to pay for an option above the intrinsic value.
So, the price of the option in our example can be thought of as the following:. In real life, options almost always trade at some level above their intrinsic value, because the probability of an event occurring is never absolutely zero, even if it is highly unlikely.
The distinction between American and European options has nothing to do with geography, only with early exercise. Many options on stock indexes are of the European type.
Because the right to exercise early has some value, an American option typically carries a higher premium than an otherwise identical European option.
This is because the early exercise feature is desirable and commands a premium. Or they can become totally different products all together with "optionality" embedded in them.
Again, exotic options are typically for professional derivatives traders. Options can also be categorized by their duration.
Short-term options are those that expire generally within a year. LEAPS are identical to regular options, they just have longer durations.
Options can also be distinguished by when their expiration date falls. Sets of options now expire weekly on each Friday, at the end of the month, or even on a daily basis.
Index and ETF options also sometimes offer quarterly expiries. More and more traders are finding option data through online sources. For related reading, see " Best Online Stock Brokers for Options Trading " While each source has its own format for presenting the data, the key components generally include the following variables:.
This position profits if the price of the underlying rises falls , and your downside is limited to loss of the option premium spent.
You would enter this strategy if you expect a large move in the stock but are not sure which direction. Basically, you need the stock to have a move outside of a range.
A strangle requires larger price moves in either direction to profit but is also less expensive than a straddle. Below is an explanation of straddles from my Options for Beginners course:.
Spreads use two or more options positions of the same class. They combine having a market opinion speculation with limiting losses hedging. Spreads often limit potential upside as well.
Yet these strategies can still be desirable since they usually cost less when compared to a single options leg. Vertical spreads involve selling one option to buy another.
Generally, the second option is the same type and same expiration, but a different strike. The spread is profitable if the underlying asset increases in price, but the upside is limited due to the short call strike.
The benefit, however, is that selling the higher strike call reduces the cost of buying the lower one. Combinations are trades constructed with both a call and a put.
Why not just buy the stock? Maybe some legal or regulatory reason restricts you from owning it. But you may be allowed to create a synthetic position using options.
In a long butterfly, the middle strike option is sold and the outside strikes are bought in a ratio of buy one, sell two, buy one.
If this ratio does not hold, it is not a butterfly. The outside strikes are commonly referred to as the wings of the butterfly, and the inside strike as the body.
The value of a butterfly can never fall below zero. Closely related to the butterfly is the condor - the difference is that the middle options are not at the same strike price.
Below is a very basic way to begin thinking about the concepts of Greeks:. Options do not have to be difficult to understand once you grasp the basic concepts.
Options can provide opportunities when used correctly and can be harmful when used incorrectly. Advanced Options Trading Concepts. This is called second-order second-derivative price sensitivity.
For example, assume an investor is long one call option on hypothetical stock XYZ. The call option has a delta of 0. Gamma is used to determine how stable an option's delta is: higher gamma values indicate that delta could change dramatically in response to even small movements in the underlying's price.
Gamma values are generally smaller the further away from the date of expiration; options with longer expirations are less sensitive to delta changes.
As expiration approaches, gamma values are typically larger, as price changes have more impact on gamma. This is the option's sensitivity to volatility.
For example, an option with a Vega of 0. Because increased volatility implies that the underlying instrument is more likely to experience extreme values, a rise in volatility will correspondingly increase the value of an option.
Conversely, a decrease in volatility will negatively affect the value of the option. Vega is at its maximum for at-the-money options that have longer times until expiration.
Those familiar with the Greek language will point out that there is no actual Greek letter named vega. There are various theories about how this symbol, which resembles the Greek letter nu, found its way into stock-trading lingo.
This measures sensitivity to the interest rate. For example, assume a call option has a rho of 0. The opposite is true for put options.
Rho is greatest for at-the-money options with long times until expiration. These Greeks are second- or third-derivatives of the pricing model and affect things such as the change in delta with a change in volatility and so on.
They are increasingly used in options trading strategies as computer software can quickly compute and account for these complex and sometimes esoteric risk factors.
As mentioned earlier, the call options let the holder buy an underlying security at the stated strike price by the expiration date called the expiry.
The holder has no obligation to buy the asset if they do not want to purchase the asset. The risk to the call option buyer is limited to the premium paid.
Fluctuations of the underlying stock have no impact. Call options buyers are bullish on a stock and believe the share price will rise above the strike price before the option's expiry.
If the investor's bullish outlook is realized and the stock price increases above the strike price, the investor can exercise the option, buy the stock at the strike price, and immediately sell the stock at the current market price for a profit.
Their profit on this trade is the market share price less the strike share price plus the expense of the option—the premium and any brokerage commission to place the orders.
The holder is not required to buy the shares but will lose the premium paid for the call. Selling call options is known as writing a contract.
The writer receives the premium fee. In other words, an option buyer will pay the premium to the writer—or seller—of an option.
The maximum profit is the premium received when selling the option. An investor who sells a call option is bearish and believes the underlying stock's price will fall or remain relatively close to the option's strike price during the life of the option.
If the prevailing market share price is at or below the strike price by expiry, the option expires worthlessly for the call buyer. The option seller pockets the premium as their profit.
The option is not exercised because the option buyer would not buy the stock at the strike price higher than or equal to the prevailing market price.
However, if the market share price is more than the strike price at expiry, the seller of the option must sell the shares to an option buyer at that lower strike price.
In other words, the seller must either sell shares from their portfolio holdings or buy the stock at the prevailing market price to sell to the call option buyer.
The contract writer incurs a loss. How large of a loss depends on the cost basis of the shares they must use to cover the option order, plus any brokerage order expenses, but less any premium they received.
As you can see, the risk to the call writers is far greater than the risk exposure of call buyers. The call buyer only loses the premium.
The writer faces infinite risk because the stock price could continue to rise increasing losses significantly. Put options are investments where the buyer believes the underlying stock's market price will fall below the strike price on or before the expiration date of the option.
Once again, the holder can sell shares without the obligation to sell at the stated strike per share price by the stated date. If the prevailing market price is less than the strike price at expiry, the investor can exercise the put.
They will sell shares at the option's higher strike price. Should they wish to replace their holding of these shares they may buy them on the open market.
Their profit on this trade is the strike price less the current market price, plus expenses—the premium and any brokerage commission to place the orders.
The value of holding a put option will increase as the underlying stock price decreases. Conversely, the value of the put option declines as the stock price increases.
The risk of buying put options is limited to the loss of the premium if the option expires worthlessly. Selling put options is also known as writing a contract.
A put option writer believes the underlying stock's price will stay the same or increase over the life of the option—making them bullish on the shares.
Here, the option buyer has the right to make the seller, buy shares of the underlying asset at the strike price on expiry. If the underlying stock's price closes above the strike price by the expiration date, the put option expires worthlessly.
The writer's maximum profit is the premium. The option isn't exercised because the option buyer would not sell the stock at the lower strike share price when the market price is more.
However, if the stock's market value falls below the option strike price, the put option writer is obligated to buy shares of the underlying stock at the strike price.
In other words, the put option will be exercised by the option buyer. The buyer will sell their shares at the strike price since it is higher than the stock's market value.
The risk for the put option writer happens when the market's price falls below the strike price. Now, at expiration, the seller is forced to purchase shares at the strike price.
Depending on how much the shares have appreciated, the put writer's loss can be significant. The put writer—the seller—can either hold on to the shares and hope the stock price rises back above the purchase price or sell the shares and take the loss.
However, any loss is offset somewhat by the premium received. Sometimes an investor will write put options at a strike price that is where they see the shares being a good value and would be willing to buy at that price.
When the price falls, and the option buyer exercises their option, they get the stock at the price they want, with the added benefit of receiving the option premium.
A call option buyer has the right to buy assets at a price that is lower than the market when the stock's price is rising.
The put option buyer can profit by selling stock at the strike price when the market price is below the strike price.
In a falling market, the put option seller may be forced to buy the asset at the higher strike price than they would normally pay in the market.
The call option writer faces infinite risk if the stock's price rises significantly and they are forced to buy shares at a high price. You decide to buy a call option to benefit from an increase in the stock's price.
The profit on the option position would be As you can see, options can help limit your downside risk. Options spreads are strategies that use various combinations of buying and selling different options for a desired risk-return profile.
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