{"slug":"stock-options","title":"Stock Options","description":"Wiki for listed equity options: calls/puts, greeks, pricing, IV, exercise/assignment, and strategy mechanics.","tags":["options","trading","derivatives"],"category":"trading","scope":{"covers":"Options mechanics from encyclopedic sources: calls/puts, moneyness and value, the greeks, pricing models (Black-Scholes, binomial, parity), implied volatility and VIX, OCC exercise/assignment, and strategy mechanics (covered calls through iron condors).","notCovered":"Trading advice, live quotes/IV data, broker-specific margin rules, and tax treatment. Trust level is encyclopedic education, not professional guidance.","currentAs":"2026-06-10"},"lastUpdated":"2026-06-10","documentCount":16,"raw_base":"/raw/stock-options/","html_base":"/wiki/stock-options/","documents":[{"path":"README.md","title":"LLM Wiki","type":null,"updated":null},{"path":"wiki/index.md","title":"Knowledge Base Index","type":"index","updated":"2026-06-10"},{"path":"wiki/concepts/exercise-assignment-and-clearing.md","title":"Exercise, Assignment & Clearing (OCC)","type":"concept","updated":"2026-06-10"},{"path":"wiki/concepts/greeks.md","title":"The Greeks","type":"concept","updated":"2026-06-10"},{"path":"wiki/concepts/implied-volatility-and-vix.md","title":"Implied Volatility, the Smile & VIX","type":"concept","updated":"2026-06-10"},{"path":"wiki/concepts/income-and-hedging-strategies.md","title":"Income & Hedging: Covered Calls, Protective Puts, Collars, Naked Options","type":"concept","updated":"2026-06-10"},{"path":"wiki/concepts/market-structure-and-data.md","title":"Market Structure & Data: Open Interest, Chains, Education Resources","type":"concept","updated":"2026-06-10"},{"path":"wiki/concepts/moneyness-and-value.md","title":"Moneyness, Intrinsic & Time Value","type":"concept","updated":"2026-06-10"},{"path":"wiki/concepts/options-fundamentals.md","title":"Options Fundamentals: Calls, Puts, Premium","type":"concept","updated":"2026-06-10"},{"path":"wiki/concepts/pricing-models.md","title":"Pricing Models: Black–Scholes, Binomial, Put–Call Parity","type":"concept","updated":"2026-06-10"},{"path":"wiki/concepts/spreads.md","title":"Spreads: Vertical, Credit/Debit, Calendar, Ratio, Box","type":"concept","updated":"2026-06-10"},{"path":"wiki/concepts/synthetics-and-arbitrage.md","title":"Synthetics, Arbitrage & Risk Reversals","type":"concept","updated":"2026-06-10"},{"path":"wiki/concepts/volatility-strategies.md","title":"Volatility Strategies: Straddles, Strangles, Condors, Butterflies","type":"concept","updated":"2026-06-10"},{"path":"wiki/log.md","title":"Activity Log","type":"log","updated":null},{"path":"wiki/summaries/corpus-catalog.md","title":"Corpus Catalog","type":"summary","updated":"2026-06-10"},{"path":"wiki/syntheses/strategy-selector.md","title":"Strategy Selector: Outlook × IV Decision Map","type":"synthesis","updated":"2026-06-10"}]}