Recently, due to tariffs and the earnings report season in the US stock market, the market has been highly volatile, and many Moo friends are seeking opportunities in Options. Especially some Moo friends who buy underlying stocks may also want to try their hand after seeing the kinds of multiple to dozens of times returns on Options in the Community. However, it is not that, although the basic Concepts of Options have been understood, the series of Greek letters in buying and selling Options prices can feel quite confusing.
As an investor hoping to reduce unnecessary risks through increased awareness, a summary has been prepared for all Moo friends, which can be referenced one by one while buying and selling Options.
1. Delta (Δ): Sensitivity of the symbol's price changes.
Definition: Delta measures the sensitivity of the Options price to changes in the symbol's asset price, meaning that when the symbol's stock price changes by $1, the Options price will change by how much.
For example:
If the Delta of a Call option is 0.6, it indicates that when the symbol's stock price rises by $1, the price of the option will increase by approximately $0.60.
We use this example of a Call Options for SVIX with a strike price of $14 that expires on June 6, 2025. Detal=0.3558, which means that if SVIX increases by $1, the price of this option will rise by approximately $0.3558.
For Call Options: Delta is between 0 and 1; for Put Options: Delta is between -1 and 0; At-the-money (...

The manipulator's goal is to drive the Stocks price down to 0.5 yuan and attempt to control the Stocks price long-term within the range of 0.5 to 0.99 yuan to achieve this manipulator's hidden objective.