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.
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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.
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.
Delta, gamma, theta, vega and rho, the five option greeks, demonstrated by tracing one real SPY call through its whole life against the stock.
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.
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.