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So for Put side, i got it back to front? If underlying price go up by $1, the option price reduce by the delta stated?

Correct me if i'm wrong. For the Call side, if delta is 0.2, if the underlying price increases by $1, the option price increases by 0.2 (20 cents). If the underlying price decreases by $1, the option price decrease by 0.2 (20 cents) On the Put side, delta always have a minus sign. Assuming...

If spread for CALL is A and spread for PUT is B, Credit is C, to calculate max risk, is it (A x no. of lots) + (B x No. of lots) - C ? if incorrect, can you give me a computation example? How does days to expiry factor into all this?

How do you calculate max risk on an iron condor trade? Lets say my CALL spread is $2 and my PUT spread is $2. My credit is $3. Trading 1 lot

My understanding of Delta is the on the CALL side, if the delta is 0.40, for every $1.00 move up in underlying price the option price will go up by 0.40. What happens if the underlying moves down by $1.00, will the option price also move down accorindingly by 0.40? Also, for the PUT side...

I bought a call at 895, wouldn't that reduce the money i would have to spend when when my 890 call becomes ITM? This is of course assuming TSLA goes past 895.

I repaired the non-broken side, i.e. the PUT side. Rational was if i were to repair the broken side, i would run a loss. I do know there are traders who repair the broken side. Would that be a better repair alternative?

I enter a Iron condor trade on TSLA expiring 5 June 2020. Call side is 890 and 895 Put side is 730 and 725 unfortunatly, the market against and went past 890. I then bought back the Put side and my new Put side is 855 and 850. If the market stays above 890, what happens?

How does one calculate the rate of return % in iron condor and spreads?

If weekly options is suppose to be weekly, why do i see weekly option that expire more then 10 days away? Some are even 37 days away

Have you ever sold puts on expiration day? What is your criteria in selecting what equity options to sell?

Assume this, stock chart curve is on a downtrend, a hammer appears then the next day a inverted hammer appears.

What does it mean when at the end of a downtrend, a hammer appears followed by a inverted hammer?

I believe its $547 - $453 = $94

'max profit' is extracted from Thinkorswim dialog window.

Assume i put in the 2 following Bull Call Spread, what is my net profit if my maximum profit is realized and how is it calculated A. Max Profit = 547 Cost of trade = 454 B. Max Profit = 890 Cost of Trade = 611

Aside from First Trade, all brokers do not offer $0 commission to customers living outside the USA. I live in Asia and use TDameritrade (Think or swim) and still have to pay brokerage. However, customers living in the USA who use TDameritrade pay $0 commission.

So in a nutshell, in order to get maximum profit, the following conditions have to be satisfied; 1. Both Long and short sside must be ITM 2. Must hold until expiry date / day. For this point, i am guessing one must close their position before 4 pm on the expiry date / day to avoid being...

So even if both the long and short side are ITM many days before expiration, and i chose to close my position, i can never get my max profit?

So if i if i had held on to expiration, it would be $285-$245= $40? $40 being my net profit. This would only happen if i let the option expire? I don't have to manually close my position?