Lesson 6: Seven Elements of Standardized Contracts - Uncovering the Secret of Options' "ID Cards"

Standardized contracts are to set rules for options so that the entire market speaks the same language

1. Why do we need standardized contracts?

Imagine you go to the supermarket to buy milk. If the packaging, volume, and expiration date of each brand are all messed up, you will definitely go crazy. Standardized contracts set rules for options :

  • Let the whole market speak the same language

  • Convenient and fast transactions (no need to renegotiate terms every time)

  • Reduce the risk of "wrong goods"

For example, Tesla options are like boxed milk in supermarkets, with 100 shares (contract units) in each box, an expiration date (expiration date), and a suggested retail price (exercise price). Bitcoin options are more like self-produced beverages in convenience stores, which also have specifications, but the formulas (contract designs) of each store are different.

2. In-depth analysis of the seven elements

Element 1: Underlying Assets - The "Core Soul" of Options

Definition : The asset corresponding to the option contract is like the base of milk tea (black tea/green tea/oolong tea).

US stock case :

  • Tesla Stock Options → Underlying = Tesla Stock

  • SPY Options → Underlying Stock = S&P 500 ETF

Bitcoin Case :

  • Deribit exchange BTC-30JUN23-30000-C → Underlying asset = Bitcoin spot price

Factor 2: Strike Price – Your “Privilege Threshold”

Definition : The price at which the buyer can buy/sell the underlying asset, just like the discount coupons on Double 11 (50 off for purchases over 299).

US stock rules :

  • When Tesla's stock price is $200, the exercise price is set at $5 intervals (195/200/205...)

  • When the stock price exceeds $500, the strike price interval will be expanded to $10

Bitcoin Features :

  • Set by integer in thousands (28000/29000/30000...)

Practical skills : Buying slightly out-of-the-money options (such as buying 32,000 when the current price of Bitcoin is 30,000) is the most cost-effective. Deep out-of-the-money options may seem cheap, but in fact they are like buying lottery tickets.

Element 3: Expiration Date – The “Shelf Life” of an Option

Definition : The last effective date of a contract, like the "best before" date printed on milk in a supermarket.

U.S. stock practice :

  • Monthly options: expire on the third Friday of each month

  • Periodic options: expire every Friday

How to play Bitcoin :

  • Daily/weekly/monthly/quarterly options available

  • Perpetual options (no expiration date, but daily funding fee required)

A bitter lesson : In 2021, someone spent $100,000 to buy a Bitcoin call option. Although he clearly saw the right direction, he forgot that the expiration date was December 31. As a result, when Bitcoin skyrocketed on January 1, the contract had become worthless paper.

Factor 4: Contract Type - The "Red and Blue Pills" of Call and Put

definition :

  • Call option : the right to buy an asset in the future (bullish)

  • Put option : the right to sell an asset in the future (bearish)

Memory formula : Call = call someone to send money (make money if the price goes up), Put = throw the hot potato away (save life if the price goes down).

U.S. stock features :

  • Tesla call option code TSLA230630C200 (C=Call)

  • Tesla put option code TSLA230630P200 (P=Put)

Bitcoin secret : Some exchanges use green to represent calls and red to represent puts, which is completely opposite to U.S. stocks. If you are not careful, you will buy in the wrong direction!

Factor 5: Contract Unit - Your "Trading Hand"

Definition : The quantity of the underlying asset corresponding to one option contract.

US stock standards :

  • Stock options: 1 contract = 100 shares

  • Index options: 1 contract = index point × $100

Bitcoin Differences :

  • Deribit: 1 contract = 1 Bitcoin

  • OKX: 1 contract = 0.1 Bitcoin

Factor 6: Exercise Methods: American vs. European “Freedom and Discipline”

definition :

  • American options : can be exercised at any time before expiration (like a shopping card that can be returned at any time)

  • European options : exercised only on expiration date (like a voucher with a limited time limit)

Market Distribution :

  • Most US stock options are American style (Tesla, Apple)

  • Index options are mostly European (S&P 500 options)

  • Bitcoin options: Deribit uses European trading, CME uses American trading

Exercise knowledge : In the US stock market, only 3% of options are actually exercised in advance, and most people choose to close their positions. But in the Bitcoin world, miners often exercise their options in advance to lock in profits.

Factor 7: Delivery method - real money or digital game

definition :

  • Physical delivery : actually giving you stocks/Bitcoin (Tesla options give you stocks)

  • Cash settlement : only settle the difference (S&P 500 options give cash)

US stock rules :

  • Receive 100 shares of Tesla stock after exercising options

  • Sufficient funds must be prepared, otherwise the exercise will fail.

Bitcoin Trap : Someone bought a Bitcoin call option on a small exchange, only to find out when exercising the option that the exchange had run away and delivery was impossible - it is crucial to choose a platform with a reliable delivery method!

3. Contract Code Decoding

Take TSLA230630C200 and BTC-30JUN23-30000-C as examples:

  1. TSLA/BTC : Underlying Asset

  2. 230630/30JUN23 : expires on June 30, 2023

  3. C/P : Call/Put

  4. 200/30000 : exercise price is USD 200/USD 30000

Bitcoin option codes are usually separated by “-”, while US stocks are compactly arranged with letters.

4. Pitfall avoidance guide: Common fatal operations by novices

  1. I didn’t look at the multiplier and placed an order : I thought buying one Bitcoin option was just a bet on a $1 fluctuation

  2. Forget the time zone difference : treat Beijing time expiration date as New York time

  3. Confusing the delivery method : Thinking that cash-delivered options will automatically cash out

  4. Ignore contract adjustments : Do not adjust strategies when encountering stock splits or dividends

True story : When Apple split its stock in 2020, an investor held 10 call options with a strike price of $500. After the stock split, these options became 40 options with a strike price of $125. Because he did not understand the rules, he closed his positions early and missed out on the subsequent 50% increase.

5. Your contract selection list

  1. Clear goal : choose real value to hedge risk and buy out-of-value for speculation

  2. Liquidity check : select contracts with open interest > 1000 and bid/ask spread < 5%

  3. Expiration Matching :

  • Event-driven (financial report, fork) expires within 1 week

  • Trend trading should be more than 3 months

Portfolio Verification : Simulating Profits and Losses with the Option Calculator

Tesla practical case : Current price is $200, want to bet on rising financial reports: buy 1 TSLA-210Call (premium $500) expiring next week. Maximum loss is $500, and the theoretical profit is unlimited.

Bitcoin hedging case : holding 3 BTC at current price of $30,000, worried about a sharp drop: buy 3 BTC-30JUN23-28000Put (premium $1,500/ticket) with a total cost of $4,500, locking in the minimum selling price of $28,000

6. Next Issue Preview

Unlock "Price Formation Mechanism of Premium" tomorrow

After-school tasks :

  1. Find a Bitcoin options contract on Deribit and CME respectively and compare the differences in seven major factors

  2. Calculate the unit value of Tesla contracts at different expiration dates

  3. Leave a message to share the most bizarre options contract you have ever seen

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Author: 张无忌wepoets

This article represents the views of PANews columnist and does not represent PANews' position or legal liability.

The article and opinions do not constitute investment advice

Image source: 张无忌wepoets. Please contact the author for removal if there is infringement.

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