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Options Strategies: An Introduction


Option is the contract or deal, that lets a person to sell (put) or buy (call), a certain asset before or on the specific date. There are about 72 options trading strategies. There three most commonly used options strategies: bullish, bearish and neutral or non-directional. The following infographic describes few basic options strategies.

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Recent Articles

Articles

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    By Kim,

    • 0 comments
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  • Why Delta Dollars Will Change Your Trading

    Delta is one of the four main option greeks, and any serious trader needs to have a thorough understanding of this greek if they hope to have any chance of success in the trading options. If you’re a beginner, you can visit my blog to learn more about understanding option delta

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  • How We Nailed The Implied Volatility Game

    Oracle (ORCL) has been following a similar pattern in the last few years. They announce their earnings date on the first week of the third month of the quarter and report during the third week of the month. Yet many times the options market "assumes" earnings during the fourth week and under-prices the third week options.

    By Kim,

    • 6 comments
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  • See What You Are Missing

    SteadyOptions started 2017 with a bang. We closed 21 trades so far in 2017, 17 winners and 4 losers, and our model portfolio is up 19.7% so far in 2017. We left the 2016 drawdown far behind, and the model portfolio is up 140%+ since April 2016. SteadyOptions 5 year Compounded Annual Growth Rate is 83.3% (including commissions).

    By Kim,

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  • Profit With Non-Directional Trading

    Directional and non-directional are two variations of trading strategy. Directional trading strategy is simpler, but many traders are successfully using non-directional trading strategy. Non-directional trading strategy is the best option for traders who do not want to bet on the direction of the markets or individual stocks.

    By Kim,

    • 12 comments
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  • Combining Momentum and Put Selling

    The CBOE PUT write index has caught a lot of attention in recent years, as it historically has produced higher risk-adjusted and absolute returns than the underlying S&P 500 index. Risk adjusted returns take into account both returns and volatility. CBOE describes the index as following:

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  • SPX Calendar Spreads: Historical P&L Levels

    We decided to investigate SPX calendar spreads from 2007 to present. More specifically, we wanted to know how frequently unmanaged SPX calendar spreads reached specific profit and loss levels relative to the initial debit paid. The results can be used for practical use of the calendar spread strategy. 

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  • Expiration Surprises to Avoid

    Unless buying or selling options with a distant expiration date (LEAPS), each trader understands that the value of an option portfolio becomes increasingly volatile as the time to expiration decreases. It is important to be aware of specific situations that may crush (or expand) the value of your positions. 

    By MarkWolfinger,

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  • Betting on AAPL Earnings?

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  • Options: The Zero Sum Game Myth

    Zero-sum is a situation in game theory in which one person’s gain is equivalent to another’s loss, so the net change in wealth or benefit is zero. A zero-sum game may have as few as two players, or millions of participants. Options trading is considered by many a zero sum game. But is it really a zero sum game?

    By Kim,

    • 3 comments
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