How to Pick an Option Strike Price by Delta
How to pick an option strike price: what each delta band actually pays, and how often delta matched the realized share of contracts that finished ITM.
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Covered Call Screener: Build One in SQL
Build a covered call screener in SQL: rank a whole option chain by annualised premium yield inside a delta band, then replay the screen on past dates.
How Earnings Move Option Greeks
Pin one real Tesla call through its Q1 earnings 8-K and watch implied volatility, price and delta move as the result lands and the IV crush follows.
Deep ITM LEAPS: Stock Replacement
A deep-ITM LEAPS call stands in for 100 shares at a fraction of the cash. We trace one real SPY LEAPS through its deep in-the-money life to show the trade.
The Option Greeks Explained: Delta to Rho
Delta, gamma, theta, vega and rho, the five option greeks, demonstrated by tracing one real SPY call through its whole life against the stock.
What Is Option Gamma? Delta's Accelerator
Gamma measures how fast an option's delta changes. See the at-the-money bell, why it spikes near expiry, and how it powers 0DTE and the gamma squeeze.
What Is Option Delta? A Plain-English Guide
Option delta measures how much an option moves per $1 in the stock. Watch it track a real SPY call across the strike and see the moneyness S-curve.