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Thinking in OptionSpace

Essays on how to think about options, each with a worked example on the production fitted surfaces.

Worked study · SPY

The close was 54.78%. The day tells another story.

Follow one expiry through 386 fitted snapshots, with Python charts, a session replay and recorded Claude Code answers.

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Pratik MathurNVDA, worked example

Thinking in the correct coordinate space

Stocks mean the same thing for years; an option means something different every day. Normalise to a meaning, map it back to an instrument, and you can compare prices through time. A worked example on the NVDA 20-delta weekly call.

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