Options Glossary — Complete Guide

Every options term, explained without the jargon.

12 options concepts explained in plain English with real examples, analogies, and common mistakes beginners make. From Delta to Open Interest — no finance degree required.

Basics
Greeks
Volatility
Positioning
Structure
Basics

What Is an Option?

An option is a contract that gives you the right, but not the obligation, to buy or sell a stock at a fixed price by a future date.

ContractRight not obligation1 contract = 100 sharesBuyer vs seller
Basics

Call Option

A call option gives you the right to buy a stock at a fixed price before expiry. You want the stock to go UP.

BullishLimited risk (buyer)Time decay hurts buyersUnlimited upside
Basics

Put Option

A put option gives you the right to sell a stock at a fixed price before expiry. You want the stock to go DOWN.

BearishPortfolio hedgeDefined risk (buyer)Insurance-like
Greeks

Delta

Delta measures how much an option price moves when the underlying moves by 1 point.

DirectionExposureNot constant
Greeks

Gamma

Gamma measures how quickly delta itself changes when the underlying moves.

AccelerationNear expiry riskFast-changing exposure
Greeks

Theta

Theta measures how much option value decays with the passage of one day.

Time decayBuyer riskSeller edge
Greeks

Vega

Vega measures how much an option price changes when implied volatility changes by 1%.

VolatilityEvent riskIV expansion
Greeks

Rho

Rho measures how much an option price changes when interest rates change.

RatesLong-dated optionsSecond-order driver
Volatility

Implied Volatility

Implied volatility is the market’s expected future movement, embedded in option prices.

Expected moveOption pricingRegime selection
Positioning

Open Interest

Open interest tells you how many option contracts are currently open and not yet closed.

PositioningCall wallPut wall
Positioning

Put-Call Ratio

Put-call ratio compares put activity or open interest against call activity or open interest.

SentimentRelative positioningContext tool
Structure

Option Chain

An option chain is the full table of calls and puts across strikes and expiries for one underlying.

StrikesPremiumOIIV