Here at tastytrade, we are all about keeping things new and relevant when it comes to our live content. In our dynamic world of content creation, built around research, we often compound on prior concepts and studies. Sometimes however, we take an almost whole new direction, with a brand new show.

Enter “Options Jive”, a segment dedicated to discussing option trading, and potentially opening up conversations we may have not even started yet. Unlike Market Measures, Options Jive looks more at concept and theoretical principles, instead of an empirical study.  

The main function of “Options Jive” is to expand upon concepts that may be studied in a Market Measures or discussed in Best Practices. The goal is to provide a fully comprehensive overview and discussion of key concepts in the world of trading options.

Here’s a quick glimpse at some of the great Options Jive segments the team has already put out there.

Delta – 3/6/15

Delta is a key concept in the world of options. As one of the main “Greeks” that impact options pricing, Delta is hugely important to understand for anyone trading options.

We have discussed Delta in Best Practices segments on options Greeks and also have investigated Delta through Market Measures segments and other studies. However, this is a segment fully devoted to the understanding of Delta and how to interpret it...which is the exact goal of Options Jive!

Futures Options – 3/13/15

Finally! A full breakdown of the ins and outs of futures options. The team covers everything you need to know about futures options and how they work. First, the team explains the difference between the options expiration and futures settlement, also detailing why the difference exists. The team also clarifies futures multipliers and how it ties to the options pricing.

Next is a full detailing of the “tradable” futures and futures options, ones that are feasible to trade at fair prices, with enough volume to facilitate trades. Lastly, the final slide shows how the return on capital values for futures options can be far more attractive than those of the equivalent exchange traded funds (ETFs).

A Rise in IV – 4/7/15

This is a great “Options Jive” that validates a lot of our great Market Measures segments! We all know that volatility is a key component in options pricing, and we have shown through empirical studies that short premium strategies fair much better when trades are only placed with higher implied volatility.

This Options Jive takes a different approach, the team looks at how options pricing, breakevens, and probability of profit all benefit from an increase in volatility. By keeping all other inputs constant, the team shows how changes in volatility shift these three metrics.

It’s a great representation of the importance of volatility and a segment everyone should check out!

These are just three of the great Options Jive segments that have already been produced by the research team. Keep your eyes on the archive page and on the live show for great upcoming Options Jive segments in the coming weeks and months!


Is there a topic you want to see covered on "Options Jive"? Leave us a comment below with your idea or email research@tastytrade.com!