Pillar 06 · Micro Equity Execution

Option Strategies

Once the macro view is set across rates, growth, margins, FX and rotation — this is the execution endpoint: how to express it with defined risk.

Six interactive simulations covering the most widely-used options strategies — payoff diagrams, break-even analysis, and Greek sensitivity — with live controls so you can see how each strategy responds to changes in price, volatility, and time.

Covered Call — Getting Paid to Wait on a Stock You Already Own

A covered call means you already own 100 shares of a stock and you sell someone else the right to buy those shares at a fixed price (the "strike") before expiry. In exchange, you collect a premium upfront — cash in your pocket today. The catch: if the stock rockets above the strike, you hand over the shares at the agreed price and miss the extra upside. You still own the stock below the strike, and the premium cushions any small decline.

It's one of the most conservative options strategies — often used by long-term holders to generate extra income from stocks they plan to keep anyway.

🟢 Best case: The stock finishes just at or below the strike — you keep the premium AND all the stock gains. Maximum profit = premium + (strike − cost basis).
🔴 Risk: You still own the stock, so a big crash hurts — the premium only cushions part of the fall. And if the stock surges well above the strike, you've capped your upside.
📖 How to use: Set the stock price and drag the strike. The payoff chart shows P/L at every expiry price; the volatility and time sliders show how premium changes — time decay (theta) works in your favour as a seller.
Iron Condor — Betting the Market Stays Calm

An iron condor is a four-leg options trade where you sell a call spread and sell a put spread at the same time. You're drawing a "corridor" around the current stock price and collecting premium for agreeing to absorb losses if the stock leaves that corridor. As long as the stock expires inside the range, you keep everything.

It's a favourite of traders who expect low volatility — the ideal outcome is a stock that barely moves. Think of it as selling insurance against big moves in either direction, and pocketing the premium when nothing dramatic happens.

🟢 Best case: The stock expires between the two short strikes. You keep the full net premium — your maximum profit is fixed and known upfront.
🔴 Risk: A strong breakout in either direction breaches the short leg. Losses are capped (by the long legs) but can be several times the premium collected.
📖 How to use: The sliders set wing widths and strike distances. Wider wings collect more premium but expose you to larger losses; the break-even lines show how far the stock can move before you lose.
Straddle — Betting on a Big Move (Without Knowing Which Way)

A straddle means buying both a call and a put at the same strike price. You don't care which direction the stock moves — you just need it to move enough to cover the cost of both options. It's used before earnings reports, Fed announcements, or any event where a big swing is expected but the direction is uncertain.

The flip side: if the stock barely moves, you lose the combined premium you paid. Both options decay toward zero if the stock sits still — so time is your enemy here.

🟢 Best case: A large move in either direction — the winning leg gains far more than the losing leg loses. A 10% earnings surprise, a surprise Fed cut, a geopolitical shock.
🔴 Worst case: The stock barely moves. Both options expire nearly worthless and you lose both premiums. Beware "IV crush" — implied vol often collapses after the event.
📖 How to use: The break-even lines show how far the stock must move to profit. Slide volatility up to see how expensive the straddle becomes when the market expects a big move.
Butterfly Spread — Low-Cost Bet That the Stock Lands on a Specific Price

A butterfly spread uses three strike prices: you buy one option at the low strike, sell two at the middle (your target), and buy one at the high strike. The wings cap your losses; the body in the middle is where you profit. The whole trade costs a tiny net debit — so your maximum possible loss is small and defined from day one.

Butterflies are precision trades. They work best when you have a firm view on where the stock will land at expiry, not just whether it goes up or down.

🟢 Best case: The stock expires exactly at the middle strike. Maximum profit is the spread width minus the premium paid — a great risk-to-reward if your target is right.
🔴 Risk: Any significant move away from the middle strike erodes profit. Beyond either outer strike you lose only the small initial debit — losses are fully capped.
📖 How to use: Set the body strike to your price target and adjust the wing width. A wider butterfly catches a broader range but costs more — watch how the tent-shaped payoff changes.
Theta Decay — How Options Lose Value Just from the Passage of Time

Theta (θ) is the Greek that measures how much an option's value erodes every day that passes, with all else equal. An option is a wasting asset — its time value bleeds away continuously, and that bleed accelerates sharply as expiry approaches. For option sellers this is a feature; for buyers, a constant headwind.

The decay curve is non-linear: an option loses relatively little per day with months left, but haemorrhages value in the final weeks and days. This simulation makes that curve tangible.

🟢 Sellers love theta: Every day without a big move is profit. Covered calls and iron condors are theta-positive — they collect the decay.
🔴 Buyers fight theta: If you buy a straddle or a call, you need the underlying to move fast enough to overcome daily decay. Long-dated options give more time but cost more.
📖 How to use: Compare at-the-money vs in/out-of-the-money decay curves — ATM options decay fastest in the final 30 days. The sliders show how IV and moneyness interact with the decay rate.
Gamma–Theta Trade-off — The Core Tension in Options Trading

Gamma (Γ) measures how fast your delta — your directional exposure — changes as the stock moves. High gamma means your position can quickly shift from neutral to strongly directional. That's great if you're long options into a big move; dangerous if you're short and unhedged.

The fundamental tension: long-gamma positions benefit from large moves (good) but suffer from time decay (bad). Short-gamma positions collect time decay (good) but get hurt by large moves (bad). You can't have both — this trade-off is one of the core laws of options pricing.

🟢 Long gamma (buyer): You want volatility — big swings either way make money. Your enemy is quiet, directionless markets where theta eats your premium.
🔴 Short gamma (seller): You want the stock to sit still. Every calm day is profit via theta. Your enemy is a sudden earnings surprise or a fast move.
📖 How to use: See how gamma and theta change together as you adjust strike, vol and time. ATM options near expiry have the highest gamma and theta — where the trade-off is sharpest.