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The Complete List of Options Terminology

by | Jan 29, 2020 | blogs, Editorial | 0 comments

Hello traders,

Are you new to trading options?

Does the lingo the professionals throw around confuse you?

It’s ok if it does.

Mastering the world of options can be extremely complex and challenging without the right guide.

That’s why I created the Complete List of Options Terminology, giving you the key terms to use for a quick reference guide!

Study, learn them, and start applying them to help squeeze out more profits in the market. 

 

Complete List of Options Terminology

This list will be broken down into 3 main categories;

  1. General Options Terms
  2. Options Greeks Terms
  3. Additional/Supporting Terms

 

General Options Terms

Ask: The price at which a seller is willing to sell an option contract for

Bid: The price at which a buyer is willing to buy an option contract for

Bid/Ask Spread: The difference between the bid and ask price for an option

Breakeven: The minimum amount a stock needs to move in order for an options trader to make a profit on their trade. Every option contract has a breakeven associated with the option type.

  • Breakeven on a call is the strike price plus premium paid for option
  • Breakeven on put is the strike price minus premium paid for option

Call Options: Calls give the buyer the right to buy 100 shares of a stock at a predetermined price by the option’s expiration date

Market Orders: An order to your broker to buy or sell to open an option

Put Options: Puts give the buyers the right to sell 100 shares of a stock at a predetermined price by the option’s expiration date

Premium: The amount of money an option buyer pays or option seller receives for a trade

Strike Price: The price per share at which stock may be bought or sold under the terms of an option contract. Some traders refer to the strike price as the “exercise price”

 

Options Greeks Terms

Delta: Delta represents the rate of change between the option’s price and a $1 change in the underlying assets price. It is the price sensitivity of the option relative to the underlying.

Greeks: The “Greeks” is a term used to describe many variables of an option. Each one of these variables or Greeks has a number associated with it, and that number tells traders something about how the option moves or the risk associated with that option.

Gamma: This is considered a second-order derivative. Gamma is a measure of how much delta moves with every $1 change in the underlying stock price.

Rho: Rho represents the rate of change between an option’s value and a 1% change in the interest rate.

Theta: Theta represents the rate of change between the option price and time and is known as an option’s time decay. Theta indicates the amount an option’s price would decrease as the time to expiration decreases.

Vega: Vega represents the rate of change between an option’s value and the underlying asset’s implied volatility. This is known as the option’s sensitivity to volatility. Vega is the amount an option’s price will change with a 1% change in implied volatility.

Minor Greeks: Some other Greeks, which aren’t discussed as often, are lambda, epsilon, vomma, zomma. These are second and third order greeks of the pricing model and affect things such as the change in delta with a change in volatility and so on.

 

Additional/Supporting Terms

Assignment: The obligation of a call/put seller to sell/buy the underlying stock at the strike price.

At the Money (ATM): When the stock is trading at or near the option’s strike price.

Credit Spreads: An option spread established for a net credit. This is what we trade at Options Profit Planner daily!

Debit Spreads: An option spread established for a net debit.

Exercise: When a call or put owner exercises their right to buy or sell the underlying stock at the respective strike price prior to expiration.

Expiration: When an option contract has expired and is no longer valid.  

  • This occurs on a Friday for all Weekly contracts.
  • This occurs on every 3rd Friday each month for all Monthly contracts.

Extrinsic Value: Opposite of intrinsic value. This is calculated using time value and implied volatility of the option.  

  • Note: At-the-Money and Out-of-the-Money hold extrinsic value.

Historical Volatility: Historical Volatility, (HV) is a statistical measure of the dispersion of returns for a given stock over a given period of time.

Hedge: Is an investment that protects your portfolio from adverse price movements.

  • An example is buying a long call on a short stock position, that generates a synthetic long put.
  • This synthetic trade is protecting the short call on the upside.

Implied Volatility: Implied volatility is the market’s forecast of a likely movement in a security’s price. Implied volatility is often used to price options contracts, where High implied volatility results in options with higher premiums.

Intrinsic Value: Opposite of extrinsic value. Is calculated by the difference between an In The Money’s Options strike price and the stock price.  

  • Note: At-the-Money and Out-of-the-Money cannot hold intrinsic value.

LEAPS: Long-Term Equity Anticipation Securities are publicly traded options contracts with expiration dates that are longer than one year.

Out of the Money (OTM): Out of the Money (OTM) describes an option that is worthless if exercised today. In the case of a call option, the option has no intrinsic value because the current price of the underlying stock is less than the option strike price. 

Open Interest: Open Interest indicates the total number of option contracts that are currently in the market. These are contracts that have been traded but not yet liquidated by an offsetting trade or an exercise or assignment.

Premium: Option premium is the price paid by the buyer to the seller for an option contract. Premiums are quoted on a per-share basis with most option contracts representing 100 shares of the underlying stock. A premium that is quoted as $0.10 actually will cost $10.

Spreads: A position involving two or more different options on the same strike. Some spreads include, and not limited to, verticals, butterflies, iron condors, straddles, strangles, etc.

Volume: Volume is the number of option contracts traded in a given period of time.

 

Wrapping up

I know how frustrating it can be when you first start trading options with all of the terminology and formulas to remember.

Even the most experienced traders during wild markets can lose focus and forget seemingly basic concepts.

And as a new trader it’s one of easiest ways to become overwhelmed and give up entirely.

And I don’t want you to have to climb that steep learning curve I had to go through all on my own.

Which is why I have the Complete List of Options Terminology that gives you a comprehensive list of the key terms to use for trading!

Want to learn how to put theta to work for you? Click here to join OPP today! 

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