Options glossary

Plain-English definitions of the options terms you'll meet across the strategies and academy — each with a worked example and authoritative sources.

  • American vs. European Options

    American-style options can be exercised any time before expiration; European-style options can be exercised only at expiration.

  • Assignment

    Assignment is when an option seller is required to fulfill the contract — delivering shares on a short call, or buying shares on a short put.

  • At the Money (ATM)

    An option is at-the-money when its strike price is approximately equal to the current price of the underlying.

  • Bid-Ask Spread

    The bid-ask spread is the gap between the highest price a buyer will pay (bid) and the lowest a seller will accept (ask) for an option.

  • Break-Even

    The break-even is the underlying price at which an options position makes neither a profit nor a loss at expiration.

  • Call Option

    A call option is a contract giving the buyer the right, but not the obligation, to buy 100 shares of the underlying at a fixed strike price before expiration.

  • Delta

    Delta measures how much an option’s price changes for a $1 change in the underlying, ranging 0 to 1 for calls and 0 to −1 for puts.

  • Exercise

    Exercise is the act of invoking an option’s right — buying the underlying with a call or selling it with a put at the strike price.

  • Expiration

    Expiration is the date and time after which an option contract is no longer valid and any remaining time value is gone.

  • Extrinsic Value

    Extrinsic value (time value) is the part of an option’s premium beyond its intrinsic value, reflecting time to expiration and implied volatility.

  • Gamma

    Gamma measures how fast an option’s delta changes for a $1 move in the underlying — the curvature of the position.

  • Historical Volatility

    Historical (realized) volatility measures how much an underlying actually moved in the past, computed from its price returns and annualized as a percentage.

  • Implied Volatility

    Implied volatility (IV) is the market’s forecast of how much an underlying will move, expressed as an annualized percentage and backed out of an option’s price.

  • In the Money (ITM)

    An option is in-the-money when exercising it would produce a positive payoff: a call with the strike below spot, or a put with the strike above spot.

  • Intrinsic Value

    Intrinsic value is the portion of an option’s premium that would be realized if it were exercised right now — how far in-the-money it is.

  • IV Rank

    IV Rank tells you where current implied volatility sits within its own range over the past year, on a 0–100 scale.

  • Moneyness

    Moneyness describes the relationship between an option’s strike and the underlying’s price — in-the-money, at-the-money, or out-of-the-money.

  • Open Interest

    Open interest is the total number of option contracts that are currently outstanding and not yet closed or exercised.

  • Out of the Money (OTM)

    An option is out-of-the-money when exercising it would not pay off: a call with the strike above spot, or a put with the strike below spot.

  • Premium

    The premium is the price a buyer pays the seller for an option, quoted per share and multiplied by 100 for one standard contract.

  • Put Option

    A put option is a contract giving the buyer the right, but not the obligation, to sell 100 shares of the underlying at a fixed strike price before expiration.

  • Put-Call Parity

    Put-call parity is the no-arbitrage relationship linking the prices of a European call and put with the same strike and expiration to the underlying and a bond.

  • Rho

    Rho measures how much an option’s price changes for a 1-percentage-point change in the risk-free interest rate.

  • Strike Price

    The strike price is the fixed price at which an option lets its holder buy (call) or sell (put) the underlying.

  • The Greeks

    The Greeks are risk measures that quantify how an option’s price responds to changes in the underlying, time, volatility, and interest rates.

  • Theta

    Theta is the option Greek that measures how much an option’s price falls for each day that passes, holding all else equal.

  • Vega

    Vega measures how much an option’s price changes for a 1-percentage-point change in implied volatility.

  • Volume

    Volume is the number of option contracts traded during a given period, usually one trading day.

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