Implied Volatility and Post-Earning Volatility Risk

Option Greeks as a Dashboard

In this video, Mat will use metaphor to summarize the Greeks as the building blocks of optionality.

Understanding the Option Greeks

Tune in for an overview of Delta, Gamma, Theta, Vega and Rho.

Gamma: The Accelerator Behind Your Delta

Gamma measures the rate of change in delta for every $1 move in the underlying. Discover why gamma is highest for at-the-money options, how it accelerates delta as a stock moves in your favor, and why high gamma can work against you just as quickly if the stock reverses.

Evaluating Delta as a Probability Proxy

Break down a complex math concept into a relatable "odds of winning" metric that helps beginners evaluate potential risk.

Hard Delta vs. Soft Delta

Not all deltas behave the same. Discover how in-the-money options with "hard delta" increasingly act like stock, while out-of-the-money "soft delta" options behave differently—and how this connects to intrinsic and extrinsic value.