13.1 – The Curvature We now know for a fact that the Delta of an option is a variable, as it constantly changes its value...

12.1 – The other side of the mountain How many of you remember your high school calculus? Does the word differentiation and integration ring a...

11.1 – Add up the Deltas Here is an interesting characteristic of the Delta – The Deltas can be added up! Let me explain –...

10.1 – Model Thinking The previous chapter gave you a sneak peek into the first option Greek – the Delta. Besides discussing the delta, there...

9.1 – Overview Yesterday I watched the latest bollywood flick ‘Piku’. Quite nice I must say. After watching the movie I was casually pondering over...

8.1 – Intrinsic Value The moneyness of an option contract is a classification method wherein each option (strike) gets classified as either – In the...

7.1 – Remember these graphs Over the last few chapters, we have looked at two basic option type’s, i.e. the ‘Call Option’ and the ‘Put...

6.1 – Building the case Previously we understood that, an option seller and the buyer are like two sides of the same coin. They have...

5.1 – Getting the orientation right I hope by now you are through with the practicalities of a Call option from both the buyers and...

4. Selling/Writing a Call Option 4.1 – Two sides of the same coin Do you remember the 1975 Bollywood super hit flick ‘Deewaar’, which attained...