Option Samurai Blog

Learn what rho means in options trading, how interest rates affect option prices, and when rho matters most. Explained with clear examples for calls and puts.

Learn what vega means in options trading, how implied volatility affects option prices, and how to use vega for long and short strategies.

Learn what theta means in options trading, how time decay works for buyers and sellers, and how to use theta to measure portfolio risk.

Agnico Eagle Mines (AEM) has recently reported earnings and the print was solid, but for some reason the implied volatility did not crush the way you'd typically expect after a scheduled event.

Learn what gamma means in options, how it measures changes in delta, and why it matters for both long and short positions. Explained with clear examples.

Learn what delta means in options trading, how it works for calls and puts, and how to use it to estimate price moves and probability. Clear examples included.

Quest Diagnostics (DGX) just reported earnings and the print was solid, but for some reason the implied volatility did not crush. So, I sold a put here.

Learn what options greeks are and how delta, gamma, theta, vega, and rho help you measure risk and make smarter options trades

McDonald's (MCD) has sold off sharply from the $340+ highs it printed in February and is now trading around $307, with the RSI deep in oversold territory and the IV rank above 85%. That's a setup I like for selling premium.

Eli Lilly (LLY) has pulled back hard from its highs and is now sitting right on the 200-day moving average, with an IV rank above 85%. That combination was enough for me to sell a put on it.