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This course provides an in-depth explanation of Call Options (Calls), Put Options (Puts), profit/loss (PNL) calculation, the Black-Scholes-Merton (BSM) model, and the Greeks as they are presented on the Gate platform (e.g., Delta). Additionally, it covers how implied volatility affects Delta, the impact of time decay (Theta), and the Greek's sensitivity to changes in implied volatility (Vega).

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• When to use call options;When to use put options;How to calculate profit and loss in options trades;Key factors in options pricing and how the BSM model is applied;The definition of Delta and how it's displayed on the Gate platform;How implied volatility and time decay affect Delta;Introduction to essential risk management Greeks: Delta, Gamma, Vega, and Theta;How high volatility in the crypto market impacts options valuation.