Derivatives · Interactive

Options Playground

An option is a contract giving you the right — not the obligation — to buy or sell a stock at a fixed price by a fixed date. Simple rules, endless combinations. Move the sliders below to see what actually happens.

Concept 01

Calls, Puts & Payoff

An option is a contract. A call is the right to buy at a strike; a put is the right to sell. The buyer pays a premium; the seller collects it and takes on obligation. Toggle the setup below to see exactly what each position costs, earns, and risks.

Contract Type
Your Side
Position
Long Call · Strike $100
Debit

You bought the right to buy the stock at the strike.

Premium Paid (Debit)
-$500
Debit Paid
$500
Contract Size
100 shares
P/L at Current Spot
$-500
Max Profit
Unlimited
Max Loss
$500
Breakeven at Expiry
$105.00
Capital: Long options — the premium is your entire outlay and your entire risk.
Spot $100Strike $100P/LStock price →

Green area = profit, red = loss. Purple dashed line = strike. Grey dashed line = current stock price. All P/L figures are per one contract (×100 shares).

How to Hedge This Long Call

You're already defined-risk, but hedges can reduce cost or lock in gains.

  • Bull Call Spread
    How: Sell a call at a higher strike (e.g. $110).
    Why: Reduces your debit and breakeven. Caps upside but lowers cost.
  • Protective Put (Collar)
    How: If you also own the stock, add a long put at $95 to floor losses.
    Why: Turns the position into a defined-risk bullish bet.
Concept 02

The Greeks

The Greeks measure how an option's price reacts to change. Delta = price sensitivity. Gamma = how delta itself changes. Theta = daily decay. Vega = volatility sensitivity. Move the sliders and watch them react in real time.

Δ0.530
Delta

If stock moves +$1, call moves ≈ this much.

Γ0.0396
Gamma

How fast delta changes as spot moves.

Θ-0.071
Theta

Dollars lost per day from time decay.

ν0.114
Vega

Price change per +1% IV.

C$4.12
Call Price

Fair value from Black-Scholes.

P$3.87
Put Price

Same strike, same expiry.

Spot $100Strike $100P/LStock price →

Curve shows the call's fair value across stock prices. The steepness at spot is delta. The curvature is gamma.

Deep Dive · Volatility

Implied Volatility, made touchable

IV is the market's live guess of how much a stock might move — turned into a single percentage. It's not a prediction of direction. It's the width of the cone of possibilities. When IV rises, every option gets more expensive. When it collapses, so do premiums — even if the stock barely moves.

What that IV means, right now

At 30% IV over 30 days, the market is pricing in a roughly ±$8.60 move from $100 (that's the ~68% band). An ATM straddle costs $6.85, so it only pays off if the stock finishes outside $93.15 $106.85.

±1σ ($)
±8.60
±2σ ($)
±17.20
ATM Straddle
$6.85
The cone of possibilities
Time →
$78$100$122+1σ $108.6-1σ $91.4+2σ-2σtoday+30d
±1σ · ~68% of outcomes land here±2σ · ~95%
Live demo · IV Crush

Why buying options right before earnings usually loses

Before earnings, IV gets pumped up because a big move is expected. The moment results are out, uncertainty disappears — IV collapses overnight. Even if the stock moves in your favor, the premium can drop.

Before earnings
IV = 80%
$4.45
ATM call, ~1 week out
Next morning
IV = 30%
$1.56
ATM call, ~1 week out
Overnight P/L on that call
-64.9%
…with the stock unchanged.
When IV is low

Options are cheap. If you expect a big move, this is when to BUY premium — calls, puts, straddles.

When IV is high

Options are expensive. Consider SELLING premium — covered calls, cash-secured puts, credit spreads.

Compare, don't guess

30% IV can be 'low' for one stock and 'high' for another. Use IV Rank / IV Percentile to place today's IV against its 52-week range.

Rule of thumb: expected 1-day move ≈ Spot × IV × √(1/252). A $100 stock at 30% IV moves about ±$1.90 on a typical day, not because someone said so — because that's the number bleeding out of every option quote.

Concept 03

Strategy Builder

Options get powerful when you stack them. Combine calls and puts into spreads, straddles, and condors — each with its own risk shape. Pick a preset or build your own.

Bullish but capped. Cheaper than a naked call.

Net Debit/Credit
-$300
Capital Required
≈ $2500
Max Profit
$700
Max Loss
Unlimited
Spot $100P/LStock price →
Capital: This structure has undefined risk (naked short). Broker margin is an estimate — real requirement varies.
Concept 04

Trade Simulator

Scrub through 60 trading days. Open positions at any point, watch how they mark-to-market as the stock moves and time decays, then close when you want. Real trades feel like this.

Day 15 / 60Spot $102.31
Open P/L
+$0
Realized P/L
+$0
Capital Deployed
$0
Total P/L
+$0
Stock price100.00107.93
Portfolio P/L ($)0.000.00
Open a new trade
Est. Premium
$3.25
Debit
-$325
Capital
$325
Open Positions (0)
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