Option Samurai Blog

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.

Learn what a fiduciary call is, how it works, and how the fiduciary call formula links options and risk free assets.

This guide explains Asian options in simple terms, covering definition, pricing logic, comparisons with standard options, and practical use cases

GE Aerospace (GE) is looking super oversold right now, with an IV rank above 95%, so I sold a put on it.

Understand intrinsic vs extrinsic value in options, including definitions, examples, and how time and volatility impact option prices.