RUBI 1stock
AVG 33.91
(96.20) % DOWN
MARKET 1.29
Friday, February 20, 2026
0.25 under the candle mean price for call option
hy it appears under the candle
Thinkorswim shows a small price label next to the most recent candle to help you see exactly where that candle closed. In your screenshot:
The option shown is SPY 5689 20 Feb 26 Call.
The candle you are pointing to has a price level marked as 0.25.
This means that candle’s closing (or last traded) price was $0.25 per contract (or $25 per contract since options multiply by 100).
Summary
0.25 = the option’s price at that point in time.
If you want, I can explain how to customize or remove those labels in Thinkorswim.
AGIG down 25% on 2/20/2026
Based on the relevant information I have found, AGIG (Abundia Global Impact Group Inc.) declined today mainly due to broader market weakness in technology-related stocks and evident short-term capital outflows rather than any major company-specific negative announcement.
📉 1. Broader Market Pressure
Recent market news shows that:
Software and tech stocks opened the week under pressure.
Investors remain cautious about AI-driven disruption and valuation concerns.
Risk sentiment appears weaker, leading to sector-wide pullbacks.
When smaller-cap or lower-liquidity stocks like AGIG trade in a risk-off environment, they often experience amplified downside volatility.
💰 2. Capital Flow Data (Today)
From today’s trading data:
Total Inflow: ~$3.19M
Total Outflow: ~$4.39M
Net Outflow: ≈ $1.2M
Breakdown:
Large outflows (~$1.64M) exceeded large inflows (~$0.91M)
Small outflows (~$2.20M) also exceeded small inflows (~$1.88M)
This indicates selling pressure outweighed buying demand, which directly contributed to the price decline.
⚖️ Bullish vs Bearish Factors
Bearish factors (currently stronger):
Net capital outflow
Weak sentiment in growth/tech-related stocks
Larger sell orders dominating buy orders
Bullish factors:
No major company-specific negative news detected
Some inflow still present (not a complete liquidity vacuum)
On balance, bearish factors are stronger in the short term, mainly due to market sentiment and capital flow dynamics.
Tuesday, February 17, 2026
delta
In options trading, Delta (Δ) measures how much an option’s price changes when the underlying stock moves by $1.
What Is Delta?
Mathematically:
Δ
=
∂
𝑉
∂
𝑆
Δ=
∂S
∂V
Where:
V = Option price
S = Underlying stock price
👉 Delta tells you the sensitivity of the option price to stock movement.
🔹 Simple Example
If a call option has:
Delta = 0.60
Then:
If the stock rises $1 → option gains ~$0.60
If the stock falls $1 → option loses ~$0.60
Since 1 contract = 100 shares:
$0.60 × 100 = $60 change per contract
🔹 Delta Range
Option Type Delta Range
Call Option 0 to +1
Put Option -1 to 0
ATM options ≈ 0.50 (calls) or -0.50 (puts)
Deep ITM calls ≈ 0.80–0.99
Deep OTM calls ≈ 0.01–0.20
🔹 What Delta Also Represents
1️⃣ Probability Approximation
Delta roughly represents the probability the option expires ITM.
Example:
Delta 0.70 ≈ 70% chance of expiring in-the-money.
(Not exact, but commonly used as a quick estimate.)
2️⃣ Share Equivalent (Hedge Ratio)
Delta shows how many shares your option behaves like.
Example:
1 call with Delta 0.60 ≈ 60 shares of stock exposure.
So:
10 contracts × 0.60 × 100 = 600 share equivalent
🔹 How Delta Changes (Gamma Effect)
Delta is not fixed. It changes when the stock price moves.
4
As calls move ITM → Delta approaches 1
As calls move OTM → Delta approaches 0
Gamma controls how fast delta changes.
🔹 Why Delta Matters
Delta helps you:
Estimate profit/loss from stock moves
Choose strike prices
Manage risk
Hedge positions
Build neutral strategies (delta-neutral trading)
🔹 Quick Intuition
Think of Delta like:
The “speed” of the option relative to the stock.
If the stock moves fast and your delta is high → your option moves almost as much as the stock.
If you'd like, I can also explain how delta works together with theta and gamma in real trades, or show examples of delta-based strategy selection.
theta
In options trading, theta (Θ) measures how much an option’s price decreases as time passes — this is known as time decay.
🔹 What Is Theta?
Theta = the rate of change of an option’s price with respect to time, assuming all other factors (stock price, volatility, interest rates) remain constant.
Mathematically:
∂𝑉
Θ=----------
∂𝑡
Where:
V = Option price
t = Time to expiration
🔹 What Does Theta Tell You?
It shows how much value an option loses each day due to time passing.
Expressed as a negative number for long options (because they lose value over time).
Expressed as a positive number for option sellers (they benefit from time decay).
🔹 Example
If an option has:
Theta = -0.05
This means:
👉 The option will lose about $0.05 per day in value
👉 That equals $5 per contract per day (since 1 contract = 100 shares)
Friday, February 13, 2026
13 Feb 2026 SPY
OPEN
681.69
PREV CLOSE
681.27
HIGH
686.28
LOW
677.52
VOLUME
36.15K
TURNOVER
0
52 WEEK HIGH
697.84
52 WEEK LOW
477.64
TOTAL ASSET
702.50B
YTD YIELD
13.12%
Sunday, February 8, 2026
Saturday, February 7, 2026
✅ Phase 1 — Lesson 1: Win Rate + Risk/Reward + Expected Value (EV)
1) Win Rate
This is simple:
Win Rate = (Number of winning trades ÷ Total trades) × 100
Example:
If you win 6 trades out of 10 trades → 60% win rate
2) Risk/Reward (R:R)
This means:
How much you risk vs how much you can gain
Example:
You risk $50
You try to make $100
That is: 1 : 2 (risk 1, reward 2)
3) Expected Value (EV)
This is the MOST important thing in trading.
Formula:
EV = (Win% × Avg Win) − (Loss% × Avg Loss)
Monday, February 2, 2026
Subscribe to:
Comments (Atom)