
Learn options from scratch, including how to value them and use offensive and defensive strategies with calls, puts, and derivatives, guided by real-life case studies and Excel practice sheets.
Navigate the complete options course through three spreadsheet-driven sections, choose a track (beginner, genius or all), and learn to download, access, and use the option dashboards and exercises.
Learn a free method to download Yahoo Finance market data, copy it into Excel, and use it to calculate option values and analyze dates, tickers, and dividends.
Explore how volatility shapes option pricing, learn calls and puts, protective and married puts, and how the VIX signals future market fear to guide decisions.
Explore volatility concepts using the VIX and historical data for option pricing. Learn to calculate historical volatility and preview implied volatility for pricing calls and puts.
Navigate the course quiz, learn why answers are correct or wrong, and track your progress across all, beginner, and genius tracks as you explore option volatility and the Vix.
Learn how to go long a stock, compare bullish and bearish positions, and read charts with in the money, at the money, and out of the money terms.
Learn how short selling a stock works as a bearish strategy, with a breakeven near 60 and unlimited downside risk, while profits occur if the price drops to zero.
Go long on the country ETF IWC, download a year of Yahoo Finance data, and study the Brazil chart with in the money and out of the money concepts.
Learn to go short a country-based ETF, compare with going long IWC, using the same strike and a break-even at 40, while hedging to limit losses.
Practice going long a sector-based ETF by selecting the sector and ETF ticker, downloading Yahoo Finance data, and setting a 30 price at the money.
Identify a timber-based commodity ETF and go long; download historical data to calculate historical volatility. Observe that 70 bucks is break-even, with unlimited upside if prices rise.
Take the section 1.2 quiz on going long and going short stocks, ETFs, and commodities; answer questions, receive immediate feedback, and reinforce key concepts before moving to 1.3.
Learn the core inputs to price options, including strike price, American vs European style, historical and implied volatility, and read tickers to assess long and short calls and puts.
Compare option pricing to health insurance to understand how expiration, in-the-money, at-the-money, and out-of-the-money concepts work, then explore deductible, financing, volatility, and rate effects.
Explore how buying call or put option contracts provides leverage by controlling 100 shares, with expiration dates, strike prices, and volatility shaping profits and risk.
Learn when to exercise a call option and convert to 100 shares, comparing American versus European style, and how this affects stock versus index option pricing.
Discover greek formulas used in options pricing, including rate, time decay, strike price, delta, gamma, and vega, using health insurance analogies and practical examples of calls, puts, and option tickers.
Learn how investors create options on Coca-Cola through the CBOE, and how to buy a Coca-Cola call using Thinkorswim, including expiration, strike price, order type, and risk considerations.
Discover how owning a call benefits from rising stock, how theta decay affects option value near expiration, and how exercising converts to 100 Coca-Cola shares with break-even and max loss.
Identify the opposite trader in a call option, learn about the option writer’s assignment risk, and how selling affects profit, loss, and closing strategies.
Learn how to go long on a put option, American style with a 50 strike on Coca-Cola, breakeven at 49.87, and profits if the price falls.
Learn how to manage a long put by selling it before expiration and exercising to become short 100 shares.
Learn how to write (short) a put, assess assignment risk for the option writer, and close the position by buying back, while understanding long put profits and losses.
Decode option tickers on Yahoo Finance using Coca-Cola (KO) as the example, showing how calls and puts are listed and how to read the expiration date and strike.
Learn to read an option ticker by entering a ticker, selecting call or put, and setting the expiration date and strike price.
Value a call from scratch using historical data and inputs, and compare historical and implied volatility while noting dividends and American vs European style options.
Learn to value a call using binomial pricing, compare historical vs implied volatility, and adjust for dividends, with hands-on examples using Yahoo Finance and Apple data.
Explore how profits and losses unfold when you are long a call option on Apple, including break-even at 148.80, the 48.80 premium, and the 100-share contract multiplier.
Compare the profits and losses of owning stock versus a call, highlighting leverage and return on investment using Apple as a case study.
Explore how to value a put option on Apple, using strike price, historical and implied volatility, and factors like dividend and interest rates to determine in-the-money and break-even prices.
Learn how buying a put option defines profit and loss: max gain if the stock drops to zero, max loss equal to the premium, and break-even at strike minus price.
Compare profits and risks of shorting a stock versus buying a put, using leverage to analyze roi and potential losses in a practical Apple example.
Learn how to short a call and value a short call, contrasting it with going long. Identify the option writer on the other side and read the short payoff chart.
Short call profit up to $1,367 with significant losses as price rises; hedge via selling calls and puts across 35 strategies, including straddles and spreads.
Analyze the payoff of being short a put, including the upfront premium and the 100 multiplier, and the maximum loss, using a spreadsheet to test inputs and price scenarios.
Take the end-of-section quiz to answer questions, receive explanations for correct answers or prompts to retry on incorrect responses, then follow the bottom-of-page directions to proceed.
Open an options account with margin risk awareness, understand assignment risks, and explore levels from cash-secured puts to naked calls or puts, while practicing with paper money and Thinkorswim.
Explore pricing options beyond basics by analyzing implied and historical volatility, probabilities, and profit/loss for long and short calls and puts, plus automated reports and future 35 pricing strategies.
Compare historical and implied volatility to understand why option prices rise with stock volatility; follow a Coca-Cola example to price calls and puts, exploring strike prices, expiration, and market fundamentals.
See how historical volatility and implied volatility drive option pricing using the binomial pricing theorem, with Coca-Cola as the example, plus sensitivity analysis and probability concepts.
Assess liquidity by examining average volume, shares outstanding, open interest, and option contract multiplier (price times 100) using Coca-Cola and Yahoo Finance. Ensure tight bid-ask spreads for quick exits.
Master options best practices through six months of practice, strict risk limits, and using multiple options to reduce risk; learn probability, volatility, and liquidity considerations for informed trading.
Explore options best practices with long calls, leap options, and long puts; evaluate liquidity, exposure, Greeks, and volatility using built-in reports for max profit and loss.
This lecture guides a long call option pricing exercise using Coca-Cola with a $50 strike and June 17 expiration, comparing option leverage to stock and theta decay.
Explore how to price a long call option, including market and limit orders, margins, and intrinsic value, with emphasis on expiration, cycles, and long-term leaps.
Analyze pricing a long put option with a $60 strike on Coca-Cola, showing breakeven near $52.42, max loss $758, and leverage versus shorting for higher potential returns.
Pricing a short call in detail, using a mirror of the long position to illustrate risk and profits, and comparing implied versus historical volatility.
Explore an automated options strategy report on one page, featuring profit and loss analysis, Greek statistics, and the option thesis and strategy. Print or save as pdf and customize inputs.
Navigate the final quiz for pricing a long or short call or put, access it easily, and receive detailed feedback that explains why answers are correct or incorrect.
Explore how futures differ from options as derivative contracts and how hedging protects price risk, acting like an insurance policy for profits.
Section two of the complete options course teaches statistics for analysis and three valuation methods: binomial pricing theory, black shorts, and Monte Carlo simulation, with alpha and beta greek formulas.
Understand how hedge funds prioritize risk management over alpha, protecting portfolios during downturns. Examine option writing, short selling, and protective puts to hedge long positions.
Adopt hedge fund style risk management by hedging sector and country exposures—protect long positions with puts or shorts on sector and country etfs, while watching beta exposure.
Explore historical volatility based on 252 days of price moves and forward-looking implied volatility; use data to price calls and puts and understand volatility's role in option value.
Explore how abnormal distribution connects volatility with probabilities using a Galton board analogy, revealing binomial and normal distributions, standard deviations, and volatility-based options pricing concepts.
Explore greek formulas for options using a health insurance pricing analogy, and examine delta, gamma, theta, and volatility inputs with hands-on stock price experiments.
Explore how delta and gamma describe option price sensitivity to stock moves, how theta captures time decay, and how vega and rho respond to volatility and rates near money.
Explore how changing inputs affects option prices and greeks through a hands-on sensitivity analysis of calls and puts, with historical and implied volatility insights.
Master statistics and Greek formulas for analyzing options through an extended quiz, exploring abnormal probability perspective and how these tools apply to calls and puts.
Learn how binomial pricing values options, compare it to Black-Scholes and Monte Carlo, and explore a step-by-step decision-tree approach that improves option valuation accuracy.
Explore a basic four-branch binomial model to estimate call option prices by tracing path probabilities and calculating expected values across strike prices, revealing how volatility shapes option value.
demonstrates binomial pricing with 100 steps, using up and down moves to price options and analyze how price, expiration, strike price, volatility, interest rate, and dividend yield affect values.
Learn to value calls using a basic four-step decision tree, focusing on probability metrics, stock moves relative to volatility, and expected value pricing through interactive inputs.
Explore how changing the yellow inputs affects option valuation using binomial pricing, observe output price and Greek formulas, and practice with step-by-step data entry.
Apply probabilities and a decision tree to tough life decisions, quantifying criteria with probabilities and expected values to compare offers like salary, hours, travel, and culture.
Explore how Renaissance Technologies uses artificial intelligence and math to trade stocks, betting many small bets on normally distributed patterns, and applying options writing with patience for steady gains.
Take quiz 2.2 on how to value options using binomial pricing, review the correct answer via the dropdown, and read next steps tailored to your track.
Explore the Black-Scholes option pricing model, its assumptions and limitations, including European-style options and no dividends, and compare it with binomial pricing and market data.
Take a brief quiz to value options using the Black-Scholes model, get feedback on each answer, and track your progress toward the next steps.
Compare forwards with futures and options, highlighting that forwards are customized, privately negotiated contracts traded off-exchange used to hedge interest rate and foreign exchange exposure.
Use Monte Carlo valuation to price european style options by simulating 10,000 random stock price paths, calculating call and put prices with continuous discounting, and noting its accuracy limits.
Value a stock or an ETF using a call and a put via four-step calculations. Apply Monte Carlo simulation with random numbers to explore option pricing and its practical uses.
Swaps expand forwards by exchanging payments multiple times and include interest rate swaps, credit default swaps, and AIG's role in the 2008 crisis.
Everyone needs to understand options – including investors, entrepreneurs, CEOs and CFOs because it affects all of our lives and can make us a fortune or help to protect us from losing everything. In this course I will teach you from scratch EVERYTHING you need to know about options. I will also provide you with many comprehensive Excel spreadsheets so that you can thoroughly enjoy, understand & practice investing in options from scratch.
I have used options a lot in my career having worked at hedge fund giant Citadel, Goldman Sachs, in the venture capital sector and as a student when I did my MBA in Finance from Columbia University where I (humbly) got the top grade in my class in my options course. I love teaching based on my real life practical experience and I make options easy and so much fun to learn in this comprehensive course!
There are 3 Primary Sections in this Course:
*Introduction to Options
*Valuation and Analysis of Options
*35 Option Strategies
* Many Excel exercises are included in all 3 primary sections of the course. There is also an optional section that teaches you how I made all the Excel Spreadsheets from scratch (without using any code or macros).
Here are More Details on the Course Outline (When you see the letter "B" at the beginning of the topics below, it refers to the lectures and exercises that I recommend those on the Beginner Track take. The Letter "G" at the beginning of the topics below, refers to the lectures and exercises that I recommend those on the Genius Track take. The Letter "A" at the beginning of the topics below, refers to the lectures and exercises that I recommend those on the All Lessons and Exercises Track Track take):
Section 1: Course Introduction & How to Take this Course:
How to Take the Course and How to Access the Many Excel Exercises
Section 1.1 Option and Stock Volatility, the Vix and More:
[B/G/A] Lecture 1.1: The Bigger Picture: Option Volatility & the Vix
[B/G/A] Exercise 1.1: The Bigger Picture: Option Volatility & the Vix
[B/G/A] Quiz 1.1: The Bigger Picture: Option Volatility & the Vix
[Optional Section] 1.2: Going Long and Short, Stocks, ETFs, Commodities & More:
[A] Introduction to Going Long and Going Short Stocks, ETFs, Commodities & More
[A] Lecture 1.2.1: Going Long and Going Short Stocks, ETFs, Commodities & More
[A] Exercise 1.2.1: Going Long a Stock (Also Called a Owning a Stock)
[A] Exercise 1.2.2: Going Short a Stock
[A] Exercise 1.2.3: Going Long a Country Based ETF
[A] Exercise 1.2.4: Going Short a Country Based ETF
[A] Exercise 1.2.5: Going Long a Sector Based ETF
[A] Exercise 1.2.6: Going Short a Sector Based ETF
[A] Exercise 1.2.7: Going Long a Commodity Based ETF
[A] Exercise 1.2.8 Going Short a Commodity Based ETF
[A] Quiz 1.2: Going Long and Going Short Stocks, ETFs, Commodities & More
Section 1.3: The Basics of How Options Work (Tickers, Calls, Puts & More):
[B/A] Introduction to The Basics of How Options Work (Tickers, Calls, Puts & More)
[B/A] Lecture 1.3.1: Calls are Easy to Learn if We Compare them to Insurance
[B/A] Lecture 1.3.2: Option Leverage & Strike Prices and a BIG Surprise : )
[B/A] Lecture 1.3.3: Exercising Call Options for the Long Owner of a Call
[B/A] Lecture 1.3.4: Introduction to Greek Formulas
[B/A] Lecture 1.3.5: Intro. to Option Writing & Buying Our First Call Option
[B/A] Lecture 1.3.6: Selling and Exercising Our First Long Call Option
[B/A] Lecture 1.3.7: Writing (Shorting) Our First Call Option and Assignment Risk
[B/A] Lecture 1.3.8: Buying (Meaning Going Long) Our First Put Option
[B/A] Lecture 1.3.9: Selling and Exercising Our First Long Put Option
[B/A] Lecture 1.3.10: Writing (Shorting) Our First Put Option and Assignment Risk
[B/A] Lecture 1.3.11: How to Read Option Tickers
[B/A] Exercise 1.3.1: How to Read Option Tickers
[B/A] Exercise 1.3.2: How Do We Value a Call (Plus Volatility & Dividends)?
[B/A] Exercise 1.3.3: How Much Can We Make or Lose When We’re Long a Call Option?
[B/A] Exercise 1.3.4: Comparing Profits & Losses for Owning a Stock Vs. a Call
[B/A] Exercise 1.3.5: What is a Put Option and How Do We Value a Put Option?
[B/A] Exercise 1.3.6: How Much Can We Make or Lose When Buying a Put Option?
[B/A] Exercise 1.3.7: Comparing Profits & Losses for Short Stock Vs. Long a Put
[B/A] Exercise 1.3.8: What’s a Short Call & How Do We Value a Short Call?
[B/A] Exercise 1.3.9: How Much Can We Make or Lose When Shorting a Call Option?
[B/A] Exercise 1.3.10: What’s a Short Put & How Do We Value a Short Put?
[B/A] Exercise 1.3.11: How Much Can We Make or Lose When Shorting a Put Option?
[B/A] Quiz 1.3: The Basics of How Options Work (Tickers, Calls, Puts & More)
[A] Optional Side Note: Opening an Options Account and Using Options Software
Section 1.4: Pricing a Long or Short Call or Put
Section 1.4: Pricing a Long or Short Call or Put
[B/A] Introduction to Pricing a Long or Short Call or Put:
[B/A] Lecture 1.4.1: Understanding Historical Versus Implied Volatility
[B/A] Lecture 1.4.2: Understanding Open Interest and Volume
[B/A] Lecture 1.4.3: Options Best Practices
[B/A] Exercise 1.4.1: Detailed Analysis of Pricing a Long Call Option
[B/A] Exercise 1.4.2: Detailed Analysis of Pricing a Long Put Option
[B/A] Exercise 1.4.3: Detailed Analysis of Pricing a Short Call Option
[B/A] Exercise 1.4.4: Detailed Analysis of Pricing a Short Put Option
[B/A] Exercise 1.4.5: Your Automated Option Strategy 1 Page Print/PDF Report
[B/A] Quiz 1.4: Pricing a Long or Short Call or Put
[A] Optional Side Note: What Are Futures (Another Derivative Product)?
Section 2.0: Valuation and Analysis of Options:
[B/G/A] Intro to Section 2 & How to Download the Option Dashboard for Section 2
Section 2.1: Statistics and Greek Formulas to Analyze Options:
[B/G/A] Lecture 2.1.1: Protecting [Hedging] Your House & Risk Management
[B/G/A] Lecture 2.1.2: Statistics & Historical and Implied Volatility
[B/G/A] Lecture 2.1.3: “AB-Normal” Distribution and Volatility to Predict Prices
[B/G/A] Lecture 2.1.4: Detailed Description of Greek Formulas to Analyze Options
[B/G/A] Exercise 2.1.1: Statistics and Greek Formulas to Analyze Options
[B/G/A] Quiz 2.1: Statistics and Greek Formulas to Analyze Options
Section 2.2: How to Value Options Using Binomial Pricing:
[B/G/A] Lecture 2.2.1: Intro to How to Value Options Using Binomial Pricing
[B/G/A] Lecture 2.2.2: Using a Basic 4 Branch Model to Estimate Call Option Prices
[B/G/A] Lecture 2.2.3: How Does Binomial Pricing Work?
[B/G/A] Exercise 2.2.1: How to Value Calls Using a Basic 4 Step Decision Tree
[B/G/A] Exercise 2.2.2: How to Value Options Using Binomial Pricing
[A] Optional Side Note: Make Tough Decisions Using Probabilities
[A] Optional Side Note: How the Best Hedge Fund Uses Software to Make 60%/Year
[B/G/A] Quiz 2.2: How to Value Options Using Binomial Pricing
Section 2.3: How to Value Options Using Black Scholes:
[G/A] Lecture 2.3.1: How to Value Options Using Black Scholes
[G/A] Exercise 2.3.1: How to Value Options Using Black Scholes
[G/A] Quiz 2.3: How to Value Options Using Black Scholes
[A] Optional Side Note: What are Forwards (Another Derivative Product)
Section 2.4: How to Value Options Using Monte Carlo Simulation:
[G/A] Lecture 2.4.1: How to Value Options Using Monte Carlo Simulation
[G/A] Exercise 2.4.1: How to Value Options Using Monte Carlo Simulation
[G/A] Quiz 2.4: How to Value Options Using Monte Carlo Simulation
[A] Side Note: What Are Swaps? (Another Derivatives Product)
Section 3.0: 35+ Option Strategies:
[B/G/A] Intro to Section 3 & How to Download the Option Dashboards for Section 3
Section 3.1: Creating Single Option Strategies:
[B/G/A] Lecture 3.1.1: Creating the Long Call Options Strategy
[B/G/A] Exercise 3.1.1: Creating the Long Call Option Strategy
[B/G/A] Lecture 3.1.2: Creating the LEAPS Call Option Strategy
[B/G/A] Exercise 3.1.2: Creating the LEAPS Call Option Strategy
[B/G/A] Lecture 3.1.3: Creating the Long Put Option Strategy
[B/G/A] Exercise 3.1.3: Creating the Long Put Option Strategy
[B/G/A] Lecture 3.1.4: Creating the LEAPS Put Option Strategy
[B/G/A] Exercise 3.1.4: Creating the LEAPS Put Option Strategy
[B/G/A] Lecture 3.1.5: Creating the Short Call Option Strategy
[B/G/A] Exercise 3.1.5: Creating the Short Call Option Strategy
[B/G/A] Lecture 3.1.6: Creating the Short Put Option Strategy
[B/G/A] Exercise 3.1.6: Creating the Short Put Option Strategy
[B/G/A] Lecture 3.1.7: Creating the Cash Secured Put Option Strategy
[B/G/A] Exercise 3.1.7: Creating the Cash Secured Put Option Strategy
[B/G/A] Lecture 3.1.8: Creating Other Single Option Strategies
[B/G/A] Exercise 3.1.8: Creating Other Single Options Strategies
[A] Optional Side Note: Fundamental Investment Analysis
[A] Optional Side Note: Catalyst Based Investment Analysis
[A] Optional Side Note: Technical Analysis Based Investment Analysis
[B/G/A] Quiz 3.1: Creating Single Option Strategies
Section 3.2: Creating 1 Stock PLUS Single Option Strategies:
[B/G/A] Lecture 3.2.0: Intro. to Creating 1 Stock PLUS Single Option Strategies
[B/G/A] Lecture 3.2.1: Creating the Married Put Option Strategy
[B/G/A] Exercise 3.2.1: Creating the Married Put Option Strategy
[B/G/A] Lecture 3.2.2: Creating the Covered Call Option Strategy
[B/G/A] Exercise 3.2.2: Creating the Covered Call Option Strategy
[B/G/A] Lecture 3.2.3: Creating Other 1 Stock + Single Option Strategies
[B/G/A] Exercise 3.2.3: Creating Other 1 Stock + Single Option Strategies
[B/G/A] Quiz 3.2: Creating 1 Stock PLUS Single Option Strategies
Section 3.3: Creating Two Options Strategies:
[B/G/A] Lecture 3.3.0: Introduction to Creating Two Options Strategies
[B/G/A] Lecture 3.3.1: Creating the Long Straddle Options Strategy
[B/G/A] Exercise 3.3.1: Creating the Long Straddle Option Strategy
[B/G/A] Lecture 3.3.2: Creating the Short Straddle Option Strategy
[B/G/A] Exercise 3.3.2: Creating the Short Straddle Option Strategy
[B/G/A] Lecture 3.3.3: Creating the Long Strangle Option Strategy
[B/G/A] Exercise 3.3.3: Creating the Long Strangle Option Strategy
[B/G/A] Lecture 3.3.4: Creating the Short Strangle Option Strategy
[B/G/A] Exercise 3.3.4: Creating the Short Strangle Option Strategy
[B/G/A] Lecture 3.3.5: Creating the Bull Call Spread Option Strategy
[B/G/A] Exercise 3.3.5: Creating the Bull Call Spread Option Strategy
[B/G/A] Lecture 3.3.6: Creating the Bear Call Spread Option Strategy
[B/G/A] Exercise 3.3.6: Creating the Bear Call Spread Option Strategy
[B/G/A] Lecture 3.3.7: Creating the Bear Put Spread Option Strategy
[B/G/A] Exercise 3.3.7: Creating the Bear Put Spread Option Strategy
[B/G/A] Lecture 3.3.8: Creating the Bull Put Spread Option Strategy
[B/G/A] Exercise 3.3.8: Creating the Bull Put Spread Option Strategy
[B/G/A] Lecture 3.3.9: Creating the Synthetic Long Option Strategy
[B/G/A] Exercise 3.3.9: Creating the Synthetic Long Option Strategy
[B/G/A] Lecture 3.3.10: Creating the Synthetic Short Option Strategy
[B/G/A] Exercise 3.3.10: Creating the Synthetic Short Option Strategy
[B/G/A] Lecture 3.3.11: Creating the Collar Option Strategy
[B/G/A] Exercise 3.3.11: Creating the Collar Option Strategy
[B/G/A] Lecture 3.3.12: Creating Fig Leaf Option Strategy
[B/G/A] Exercise 3.3.12: Creating Fig Leaf Option Strategy
[B/G/A] Lecture 3.3.13: Creating Other Two Option Strategies
[B/G/A] Exercise 3.3.13: Creating Other Two Options Strategies
[B/G/A] Quiz 3.3: Creating Two Options Strategies
Section 3.4: Creating Four Options Strategies:
[G/A] Lecture 3.4.0: Introduction to Creating the Four Options Strategy
[G/A] Lecture 3.4.1: Creating the Short Iron Condor Options Strategy
[G/A] Exercise 3.4.1: Creating the Short Iron Condor Option Strategy
[G/A] Lecture 3.4.2: Creating the Long Iron Condor Option Strategy
[G/A] Exercise 3.4.2: Creating the Long Iron Condor Option Strategy
[G/A] Lecture 3.4.3: Creating the Long Condor Spread with Calls Option Strategy
[G/A] Exercise 3.4.3: Creating the Long Condor Spread with Calls Option Strategy
[G/A] Lecture 3.4.4: Creating the Long Condor Spread with Puts Option Strategy
[G/A] Exercise 3.4.4: Creating the Long Condor Spread with Puts Option Strategy
[G/A] Lecture 3.4.5: Creating the Short Iron Butterfly Option Strategy
[G/A] Exercise 3.4.5: Creating the Short Iron Butterfly Option Strategy
[G/A] Lecture 3.4.6: Creating the Long Iron Butterfly Option Strategy
[G/A] Exercise 3.4.6: Creating the Long Iron Butterfly Option Strategy
[G/A] Lecture 3.4.7: Creating the Butterfly Spread with Calls Option Strategy
[G/A] Exercise 3.4.7: Creating the Butterfly Spread with Calls Option Strategy
[G/A] Lecture 3.4.8: Creating the Butterfly Spread with Puts Option Strategy
[G/A] Exercise 3.4.8: Creating the Butterfly Spread with Puts Option Strategy
[G/A] Lecture 3.4.9: Creating Long Inverse Skip Butterfly with Calls Strategy
[G/A] Exercise 3.4.9: Creating Long Inverse Skip Butterfly with Calls Strategy
[G/A] Lecture 3.4.10: Creating Long Inverse Skip Butterfly with Puts Strategy
[G/A] Exercise 3.4.10: Creating Long Inverse Skip Butterfly with Puts Strategy
[G/A] Lecture 3.4.11: Creating Long a Skip Strike Butterfly with Calls Strategy
[G/A] Exercise 3.4.11: Creating Long a Skip Strike Butterfly with Calls Strategy
[G/A] Lecture 3.4.12: Creating Long a Skip Strike Butterfly with Puts Strategy
[G/A] Exercise 3.4.12: Creating Long a Skip Strike Butterfly with Puts Strategy
[G/A] Lecture 3.4.13: Creating Other Four Option Strategies
[G/A] Exercise 3.4.13: Creating Other Four Options Strategies
Section 3.5: Creating Three Options Strategies:
[G/A] Lecture 3.5.0: Introduction to Creating the Three Options Strategies
[G/A] Lecture 3.5.1: Creating the Back Spread with Calls Options Strategy
[G/A] Exercise 3.5.1: Creating the Back Spread with Calls Option Strategy
[G/A] Lecture 3.5.2: Creating the Back Spread with Puts Option Strategy
[G/A] Exercise 3.5.2: Creating the Back Spread with Puts Option Strategy
[G/A] Lecture 3.5.3: Creating the Front Spread with Calls Option Strategy
[G/A] Exercise 3.5.3: Creating the Front Spread with Calls Option Strategy
[G/A] Lecture 3.5.4: Creating the Front Spread with Puts Option Strategy
[G/A] Exercise 3.5.4: Creating the Front Spread with Puts Option Strategy
[G/A] Lecture 3.5.5: Creating Other Three Option Strategies
[G/A] Exercise 3.5.5: Creating Other Three Options Strategies
[G/A] Quiz 3.5: Creating Three Options Strategies
Index of Options and Investment Terms (All Videos Are Sorted Alphabetically):
[A] Alpha
[A] American versus European Style Options
[A] Assignment
[A] At The Money [ATM]
[A] Back Spread with Calls Option Strategy (Uses 3 Options)
[A] Back Spread with Puts Option Strategy (Uses 3 Options)
[A] Bear Call Spread Option Strategy (Uses 2 Options)
[A] Bear Put Spread Option Strategy (Uses 2 Options)
[A] Bearish
[A] Beta
[A] Bid Ask
[A] Binomial Option Valuation
[A] Black-Scholes Option Valuation
[A] Broken Wing Option Strategy (Uses 4 Options)
[A] Bull Call Spread Option Strategy (Uses 2 Options)
[A] Bull Put Spread Option Strategy (Uses 2 Options)
[A] Bullish
[A] Butterfly Spread with Calls Option Strategy (Uses 4 Options)
[A] Butterfly Spread with Puts Option Strategy (Uses 4 Options)
[A] Buy to Close
[A] Buy to Open
[A] Call Option
[A] Call or Put
[A] Cash Secured Put Option Strategy (Uses 1 Option)
[A] Catalyst
[A] CBOE
[A] Collar Option Strategy (Uses 2 Options)
[A] Condor Spread with Calls Option Strategy (Uses 4 Options)
[A] Condor Spread with Puts Option Strategy (Uses 4 Options)
[A] Covered Call Option Strategy (Uses 1 Option and 1 Stock)
[A] Credit Call Spread Option Strategy (Uses 2 Options)
[A] Credit Put Spread Option Strategy (Uses 2 Options)
[A] Debit Call Spread Option Strategy (Uses 2 Options)
[A] Debit Put Spread Option Strategy (Uses 2 Options)
[A] Delta
[A] Derivative
[A] ETF
[A] Exercising Option
[A] Expiration Date
[A] Extrinsic
[A] Fig Leaf Option Strategy (Uses 2 Options)
[A] Forwards
[A] Front Spread with Calls Option Strategy (Uses 3 Options)
[A] Front Spread with Puts Option Strategy (Uses 3 Options)
[A] Fundamental Investment Analysis
[A] Futures
[A] Gamma
[A] Greek Formulas
[A] Hedging
[A] Historical Volatility
[A] How to Navigate the Spreadsheets
[A] Implied Volatility
[A] In The Money [ITM]
[A] Interest Rate
[A] Intrinsic
[A] Inverse Broken Wing Butterfly Option Strategy (Uses 4 Options)
[A] Inverse Skip Butterfly with Calls Option Strategy (Uses 4 Options)
[A] Inverse Skip Butterfly with Puts Option Strategy (Uses 4 Options)
[A] Inverse Split Strike Butterfly Option Strategy (Uses 4 Options)
[A] Iron Butterfly (Buying) Option Strategy (Uses 4 Options)
[A] Iron Butterfly (Selling) Option Strategy (Uses 4 Options)
[A] Iron Condor (Buying) Option Strategy (Uses 4 Options)
[A] Iron Condor (Selling) Option Strategy (Uses 4 Options)
[A] LEAPs Call Option Strategy (Uses 1 Option)
[A] LEAPs Diagonal Spread Option Strategy (Uses 2 Options)
[A] LEAPs Put Option Strategy (Uses 1 Option)
[A] Leveraged Covered Call Option Strategy (Uses 2 Options)
[A] Limit Order
[A] Long Call Option Strategy (Uses 1 Option)
[A] Long Call Spread Option Strategy (Uses 2 Options)
[A] Long Combination Option Strategy (Uses 2 Options)
[A] Long Combo Option Strategy (Uses 2 Options)
[A] Long
[A] Long Put Option Strategy (Uses 1 Option)
[A] Long Put Spread Option Strategy (Uses 2 Options)
[A] Long Straddle Option Strategy (Uses 2 Options)
[A] Long Strangle Option Strategy (Uses 2 Options)
[A] Margin
[A] Market Order
[A] Married Put Option Strategy (Uses 1 Option and 1 Stock. Also called a Protective Put)
[A] Monte Carlo Simulation Option Valuation
[A] Multiplier
[A] Naked Call Option Strategy (Uses 1 Option)
[A] Naked Put Option Strategy (Uses 1 Option)
[A] Normal Distribution
[A] Open Interest
[A] Option Chain
[A] Option Clearing Corporation
[A] Option Inputs
[A] Option Price
[A] Options Exchanges
[A] Out of the Money [OTM]
[A] Pay Later Call Option Strategy (Uses 3 Options)
[A] Pay Later Put Option Strategy (Uses 3 Options)
[A] Protective Collar Option Strategy (Uses 2 Options)
[A] Protective Put Option Strategy (Uses 1 Option and 1 Stock)
[A] Put Option
[A] Ratio Vertical Spread Option Strategy (Uses 3 Options)
[A] Ratio Volatility Spread Option Strategy (Uses 3 Options)
[A] Rho
[A] Risk Management
[A] Sell to Close
[A] Sell to Open
[A] Selling Options
[A] Short Call Option Strategy (Uses 1 Option)
[A] Short Call Spread Option Strategy (Uses 2 Options)
[A] Short Combination Option Strategy (Uses 2 Options)
[A] Short Combo Option Strategy (Uses 2 Options)
[A] Short
[A] Short Put Option Strategy (Uses 1 Option)
[A] Short Put Spread Option Strategy (Uses 2 Options)
[A] Short Straddle Option Strategy (Uses 2 Options)
[A] Shorting Options
[A] Skip Strike Butterfly with Calls Option Strategy (Uses 4 Options)
[A] Skip Strike Butterfly with Puts Option Strategy (Uses 4 Options)
[A] Strike Price
[A] Swaps
[A] Synthetic Long Stock Option Strategy (Uses 2 Options)
[A] Synthetic Short Stock Option Strategy (Uses 2 Options)
[A] Technical Analysis
[A] Theta
[A] Time Decay
[A] Uncovered Call Option Strategy (Uses 1 Option)
[A] Uncovered Put Option Strategy (Uses 1 Option)
[A] Underlying
[A] Valuation Based Investment Analysis
[A] Vega
[A] Vertical Spread Option Strategy (Uses 2 Options)
[A] Vix
[A] Volatility
[A] Volume
[A] Writing Options
Optional Microsoft Excel Section: How I Made the Excel Spreadsheets
[A] How I Created the Spreadsheets Without Any Code or Macros
Optional Photoshop Tutorial Section: How I Made the Photoshop Images
[A] How I Created the Photoshop Images
Course Conclusion & Next Steps
[B/G/A] Course Conclusion & Next Steps
The exercises in this course and in the spreadsheets used in this course should be used for educational purposes only. Before investing in options, please use the price and probability metrics that your brokerage or trading platform uses. Thank you : )
There is a 30 day money back guarantee on this course, so you have nothing to lose and everything to gain.
Thanks and I will see you in class!
Chris Haroun