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2. 5 options trading strategies for beginners - AOL

   www.aol.com/finance/5-options-trading-strategies...

   Regardless of their complexity, all options strategies are based on the two basic types of options: the call and the put. Below are five popular options trading strategies, a breakdown of their ...

3. Call options: Learn the basics of buying and selling - AOL

   www.aol.com/finance/call-options-learn-basics...

   Call options vs. put options The other major kind of option is called a put option, and its value increases as the stock price goes down. So traders can wager on a stock’s decline by buying put ...

4. Call vs. put options: How they differ - AOL

   www.aol.com/finance/call-vs-put-options-differ...

   Put option: A put option gives its buyer the right, but not the obligation, to sell a stock at the strike price prior to the expiration date. When you buy a call or put option, you pay a premium ...

5. Options strategy - Wikipedia

   en.wikipedia.org/wiki/Options_strategy

   The most bearish of options trading strategies is the simple put buying or selling strategy utilized by most options traders. The market can make steep downward moves. Moderately bearish options traders usually set a target price for the expected decline and utilize bear spreads to reduce cost.

6. Iron condor - Wikipedia

   en.wikipedia.org/wiki/Iron_condor

   The iron condor is an options trading strategy utilizing two vertical spreads – a put spread and a call spread with the same expiration and four different strikes. A long iron condor is essentially selling both sides of the underlying instrument by simultaneously shorting the same number of calls and puts, then covering each position with the purchase of further out of the money call(s) and ...

7. Call option - Wikipedia

   en.wikipedia.org/wiki/Call_option

   Option values vary with the value of the underlying instrument over time. The price of the call contract must act as a proxy response for the valuation of: the expected intrinsic value of the option, defined as the expected value of the difference between the strike price and the market value, i.e., max[S−X, 0]. [3]