Chapter 2 — Gamma & Theta
Where the straight line breaks.
On a live pre-expiry value curve, delta only gives the local tangent. Push spot farther and the actual option outruns the straight-line estimate.
Interactive options education
25 interactive scenes where you drag the inputs and watch Black-Scholes move. Delta, gamma, vega, theta. All live, all computed, nothing pre-recorded.
No account needed. No credit card. Just opens.
Live Black-Scholes · Call Delta vs Asset Price
InteractiveYou can define gamma. You can recite the Greeks. But when SPY gaps 3% and your spread loses twice what you expected, that definition doesn't save you.
You've never actually watched it move. Never seen vol crush wipe a straddle in real time, or watched gamma spike as DTE collapses. That's the gap.
Textbooks explain. We show.
Why this is different
25
interactive scenes
Each one runs analytical Black-Scholes in real time. No approximations, no canned output.
0
pre-recorded animations
Every curve, every surface, every number computes live as you drag. Nothing is faked.
100%
client-side math
The engine runs in your browser. No server round-trips, no latency. Instant feedback on every input change.
Designed by a derivatives professional. Not a content studio, not a YouTube channel, but someone who has sat on the desk and watched these Greeks move real P&L.
Inside the course
Chapter 2 — Gamma & Theta
On a live pre-expiry value curve, delta only gives the local tangent. Push spot farther and the actual option outruns the straight-line estimate.
Chapter 3 — Vega & Convexity
The same 100 strike behaves very differently in low vol and high vol. Sweep asset price and watch the option price, delta, and gamma move with the regime.
Chapter 5 — Synthesis
Eight trading days. Four Greeks. The highlighted bar shows what actually paid or hurt. Direction can win the headline while vega or theta does the real work.
How the curriculum is sequenced
The map transitions are paced to show how foundational nodes lead into regime, risk, and attribution. You can inspect the structure before checkout.
Course Blueprint
Free assessment
12 questions. 3 minutes. See exactly which Greeks concepts you’ve internalized — and which ones would surprise you in a live trade.
No account needed. Results delivered instantly.
One price. Lifetime access.
No subscription. Pay once and you own it, including every scene we add later.
Not sure yet? 3 scenes are free. No account needed.
Launch price. Lifetime access locks in before we move to subscription.
People who already know what calls and puts are, but want to actually see how Greeks behave when vol changes, DTE shrinks, or spot moves. Not for complete beginners.
No. There is no video. Every scene is interactive and runs live. You drag sliders, the math updates.
No. The math runs under the hood. You interact with curves and shapes, not equations.
Those are video courses about which strategies to trade. This is interactive and about how Greeks actually move. Different goal.
Yes. 3 scenes are free forever, no account, no credit card.
30-day refund, no questions. Email us and you get your money back.
Yes. We're still building. Your purchase includes everything we add.
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No spam. Just updates when new interactive content ships.
Try the first 3 scenes free — no signup needed.