options-greeks · Apr 6, 2026

Options Greeks: The Complete Guide to Reading Your Trade's P&L

Options Greeks: The Complete Guide to Reading Your Trade's P&L March 17, 2026. You sold a 20-delta strangle on SPY, collected $9.04 in premium, and

options-greeks · Apr 6, 2026

What is Delta in Options? The P&L Driver You're Underestimating

You sold a 20-delta strangle on SPY. Net delta: approximately zero. Two days later, SPY drops $10 and your position is down $76 from delta alone, nearly wiping out two

options-greeks · Apr 6, 2026

What is Gamma in Options? The Hidden Cost of Short Premium

Your SPY strangle collected $904 in credit. Five quiet days pass, and theta deposits $173 into the account. Then SPY drops $15 in a single session, and gamma eats every

vega · Apr 6, 2026

What Is Vega in Options? The Greek That Actually Drives Your P&L

You sold a 20-delta strangle on SPY at 31 DTE. Five quiet days pass. Theta drips $173 into the account. Then implied volatility spikes 2 points overnight, and vega rips

options-selling · Apr 6, 2026

Selling Options for Income: What Nobody Tells You

August 5, 2024. The Japanese yen carry trade unwinds in a single session. VIX triples from 23 to 65 intraday. SPY drops 5% in three trading days, closing at $517.

research · Apr 6, 2026

Theta Decay Explained: What Your Options P&L Actually Looks Like

We ran two short volatility trades over the past couple of months. One in TLT, one in EWY. Both had positive theta decay every single day. Both had a positive

research · Apr 6, 2026

Volatility Smile vs Skew: What's the Difference?

SPY's 25-delta put carries an implied volatility of 29.2%. The same-delta call sits at 16.7%. That's a 12.6 percentage point gap, and it

research · Apr 6, 2026

Variance Risk Premium: The Complete Guide to the Edge in Options

What Is the Variance Risk Premium and Why Does It Matter? October 10, 2025. SPY implied volatility sits at 22% while realized volatility has settled around 12%. That 10-point gap,

iv-crush · Mar 17, 2026

IV Crush: Why Your Options Lost Money When You Were Right

You bought calls on NVDA before earnings. The stock jumped 2.8% the next morning. But your options still lost money. The culprit: implied volatility collapsed overnight. This is IV crush, and it is one of the most misunderstood forces in options trading.