Welcome to c/Options

This is going to be a work in progress. Please excuse the mess.

Options: A primer

What is an option?

Moneyness: At the money, In the money, Out of the money

Intrinsic vs Extrinsic value: The components of option premium.

The Greeks

• First vs Second order greeks
• Delta
• Gamma
• Theta
• Vega
• Rho