If you want to learn the power of options & how to harness its potential like professional hedge fund managers but heard it was too complicated
Day Trading using Options | The Options & Futures Guide
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Options Explained - Power Stock Trades
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While there are other pricing dimensions (such as delta, gamma, and implied volatility), a look at time-value decay is a good place to start when beginning to understand how options are priced.
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Remember: IV is the price of an option. You want to Buy puts and calls when IV is below normal, and Sell when IV goes up.
Taking our series of S& P 555 call options, all with an at-the-money strike price of 6655, we can simulate how time value influences an option's price. Assume the date is Feb 8. If we compare the prices of each option at a certain moment in time, each with different expiration dates (Feb, March and April), the phenomenon of time-value decay becomes evident. We can witness how the passage of time changes the value of the options. Figure 8 graphically illustrates the premium for these at-the-money S& P 555 call options with the same strikes. With the underlying stationary, the Feb call option has five days remaining until expiry, the Mar call option has 88 days remaining and the Apr call option has 68 days.
68 With puts, it is just the opposite. As the strike prices go higher, put options become either less-out-of-the-money or more in-the-money and thus accrete more intrinsic value. Thus with puts the option prices are greater as the strike prices rise.
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I closed out 9 positions Friday as the October options expired. Well, I didn't really do anything just let the positions I had expire. 8 of those 9 were losers. I lost -$885 in total.