OptionsHandbook
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Options Handbook

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Do stock indicators work on options?

01

Strategy Lab

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P/L at expiry P/L today (T+0) Break-even Spot Risk-neutral density
02

Structure comparison

03

Strategy screener

03

Analysis Lab

Gamma Exposure (GEX)

illustrative data

Volume by strike

illustrative

Open interest by strike

illustrative

Volatility smile

Volatility term structure

Probability cone

IV / HV / IV Rank / IV Percentile

illustrative
04

Engine room — Black-Scholes taken apart

One formula, two worlds

dated worked example

Spot—
Call—
Put—

Every letter that appears in the formulas

The formula, one part at a time

① The two standardised distances d₁ and d₂

② Substitute into the pricing identity

③ Check: put-call parity

Each greek is one partial derivative

Stitching the greeks together

Gamma and Theta are one coin

What the greeks look like

Option price vs spot, at several maturities

Delta and Gamma vs spot

Vega and Theta vs spot

The time dimension: Gamma / Theta / Vega vs days left

04

Learning paths

05

Encyclopedia