Educational content, not investment advice. Crypto-asset values fluctuate.

Modulis 5 · Options
3/11

The Greeks — Delta, Theta, Gamma, Vega

Why do you need the Greeks?

An option's price depends on a lot of things: the underlying's price, time, and volatility. The Greeks — indicators that show you exactly how the option's price will react to each of those changes. Once you understand them, you can look at any position and immediately say where its sensitivity lies.

A car's dashboard

The Greeks are like a car's dashboard. Speedometer, RPM, temperature — each one shows a single thing. The Greeks work the same way: each one shows a single aspect of the option. You don't need to know them all at once — start with the two most important.

Delta — how far your portfolio will move

Delta shows: how much the option's price will change when the underlying's price moves $1.

Put simply: delta = the sensitivity gauge.

Our portfolio's delta:

When SOL rises $1, the options positions lose $58 by these Greeks, while the 126 SOL collateral gains $126.

A note on the base amounts. The options quantities and the spot quantity don't match: the Long Put is written on a 200 SOL notional, while the collateral is 126 SOL. That's an intentional difference in size — but both deltas are measured in the same SOL units, so they can be added together.

The final portfolio number also folds in the LP position (+11.5 SOL) and an effective hedge adjustment on the options (in practice -81 instead of -58 — why, is explained in Module 6's "Portfolio Delta" lesson). Result: **+56.5 SOL** net delta. A managed situation.

Delta = probability

Delta also gives you a rough read on the probability that an option finishes in the money. A Put with delta -0.42 has roughly a 42% chance of finishing ITM. A Short Put with delta +0.18 — about an 18% chance you'll have to pay up. The probability is small, but it's only a rough estimate, and the amount you'd owe if it happens isn't small — so the strike is chosen where you'd be willing to buy SOL anyway.

Theta — what the insurance costs you per day

Theta shows: how much the option's value drops in one day. Think of it as a daily rental fee for the insurance.

Who you areTheta effectTypically
Buyer (Long)Negative thetaYou lose value every day
Seller (Short)Positive thetaYou earn every day

Our portfolio's theta:

That means: the theta from the sold options almost exactly offsets the time decay on the bought Put, so the net daily time cost is close to zero. It's worth understanding what you're paying for that: the theta cost doesn't disappear, it gets swapped for risk — the sold Puts obligate you to buy SOL at $65 and $60, and the sold Call caps your upside above $160.

Gamma — how fast delta changes

Gamma shows: how much delta will change when the price moves $1. It's a "speed of change" indicator.

Put simply:

Vega — sensitivity to volatility

Vega shows: how much the option's price will change when market volatility moves 1%.

PositionVega effect
Long optionEarns when volatility rises
Short optionEarns when volatility falls

Why are crypto options expensive?

SOL's volatility runs ~70-80% a year. A typical stock — only ~20-30%. Bigger swings = pricier protection:

AssetVolatilityInsurance cost
Apple stock ($200)~25%~$5.00 (2.5% of price)
SOL ($88)~74%~$6.50 (7.4% of price)

Crypto insurance is ~3x more expensive than for stocks. That's why our strategy needs a spread (Long + Short together) to bring the cost down.

Delta and Theta — the core trade-off

This is the most important trade-off in options:

Want more...You have to accept...
Protection (more delta hedge)A bigger theta cost per day
Theta incomeLess protection

Our strategy balances both:

The bottom line:

What to watch every day

The three most important indicators:

  1. Net Delta — how much you're exposed to price (target zone: 40-55% of the 126 SOL collateral, i.e. ~50-69 SOL)
  2. Theta — what time costs you per day (target: close to zero)
  3. Gamma — whether the position is stable
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Gamma is strongest right before an option's expiry — that's when delta changes fastest. That's why we roll positions when 30 days remain: a simple rule that steps around this period in advance, before it even starts.

Next step: Understood the Greeks? Now let's look at where to actually trade options — on the Deribit exchange.

Quick check
What does Delta show for an option?
Practice task
0 / 5
Write down a real option's Greeks

The Greeks stop being scary once you see them in a live table. This paper exercise (~15 min) is pure observation and interpretation — no trading.

We only watch and take notes — DO NOT BUY ANYTHING. We're learning to read the indicators, not to trade.

This is learning, not investing — use only small amounts you treat as tuition.

You just read a real option's delta and IV in a live table and understood what they're telling you — most people never do that.