The workspacePublic topic outline · 10 topics
Understand OptionMesh
Learn to navigate the terminal, read its tools and check the context behind each number.
Start here to get familiar with the software.
Explore the topicsComing soon. Explore the site and interactive demos. Purchases, accounts and downloads open at launch.
Learn the terminal.
Understand the concepts.
Two programs, close to the tools you use. Explore the workspace or study the options concepts behind the numbers.
TWO WAYS TO STARTKnow the software.
Know the software.
Understand the market.
Choose a program by what you want to learn. Both are included with every license duration.
The conceptsPublic topic outline · 15 topics
Understand Options
Study contracts and valuation, then explore volatility, Greeks and the limits of analytical models.
Start here to build your options knowledge.
Explore the topicsLEARNING IN CONTEXTRead the concept.
Read the concept.
Explore the tool.
Inspect a chain, distinguish open interest from volume, or read Gamma. Start with a short concept demonstration in the OptionMesh interface.
Illustrative excerpts. Your course progress and personal notes stay in the desktop app.
Explore the analytical tools
LEARN/AcademyPRODUCT PREVIEWAcademy
Understand the terminal. Understand options.
Understand OptionMesh
Read the modules, their data and their limitations.
- Desktop course lessons
- 42
- Level
- Beginner to intermediate
Understand Options
Contracts, pricing, volatility and the Greeks.
- Desktop course lessons
- 80
- Level
- Beginner to academic
Calls ↔ Strike ↔ Puts
Calls and puts, organized by strike and expiry.
Concept excerpt · no progress recordedFROM THE COURSESRead a sample
Read a sample
from each program.
Selected passages from the course texts. Full lessons remain in the desktop application.
Understand OptionMeshLesson 4.2
How do I read the Options Chain matrix?
ATM means “at the money”.
Expiry, strike and side identify the cell.
ATM identifies a local reference point; it is not a recommendation.
Each number depends on its header, unit and source.
Excerpt from “Key takeaway”.
Explore the Options ChainUnderstand OptionsLesson 13.4
Why do volume and open interest tell different stories?
Volume sums contracts traded over a period. Open interest is a stock of open contracts at a snapshot. A transaction may open, close or transfer positions; its volume therefore does not directly reveal the change in OI.
Two snapshots are comparable only if their contracts, venues, hours and coverage rules match.
Excerpt from “Short answer”.
Explore OI ExplorerTHE COURSE OUTLINES
Find your next topic.
Open a topic to see its focus. Complete lessons are read inside OptionMesh.
Understand OptionMesh
Getting started with OptionMesh
Understand the purpose of the workspace and choose a path through the two courses.
Navigation and workspace context
Keep the underlying, mode, source and scope visible as you move between tools.
Data sources, freshness and missing values
Distinguish an observation from an estimate, and a missing field from a measured zero.
Finding and reading contracts
Use the Screener, Chain and Contract Lookup to identify a contract and read its quote.
Reading observed options activity
Read prints, bid and ask context, filters, intervals and same-day activity.
Open interest and Market Tide
Separate the stock of open contracts from activity measured over a period.
Market Overview and spot charts
Use the wider market and price history as context for an options observation.
Greeks and modeled exposure
Read exposure measures with their units, sign assumptions and available inputs.
Volatility views and index context
Explore smiles, term structure and surfaces, including incomplete observations.
Diagnosing gaps and comparing views
Check timestamps and scope before drawing a conclusion from two different screens.
Understand Options
Options concepts and study guidance
Separate what is observed, calculated, aggregated or assumed.
Contract terms and settlement
Read the underlying, strike, expiry, option side and settlement conventions.
Payoff, value and moneyness
Distinguish a contract’s payoff from its price before expiry.
Quotes, liquidity and the contract lifecycle
Understand bid, ask, spread, mark and last trade in their market context.
Time, forwards and no-arbitrage
Connect time value, rates and carry to forward prices and valuation relationships.
Binomial trees and risk-neutral valuation
Work through a discrete pricing framework and its assumptions.
Black–Scholes–Merton and implied volatility
Understand the model’s inputs and assumptions, and how IV is inferred from a price.
Delta, gamma, vega, theta and rho
Read local sensitivities to spot, volatility, time and rates.
Advanced Greeks and local approximations
Examine interactions such as Vanna and Vomma and the limits of a local approximation.
Realized, implied and historical volatility
Distinguish return-based measurements from volatility implied by option prices.
Smile, skew, term structure and surfaces
Explore how implied volatility varies by strike and maturity.
Model-free variance and volatility indices
Study how option observations contribute to variance and index measures.
Microstructure, volume, open interest and flow
Distinguish orders, quotes and trades, and compare activity with outstanding positions.
Crypto options conventions
Read contract currencies, settlement and the context of a market that trades continuously.
Exposure estimates and model risk
Connect analytical measures to their inputs, assumptions and interpretation limits.
INSIDE THE DESKTOP APPKeep learning
Keep learning
close to the workspace.
Read lessons, keep personal notes and follow your local progress in the software.
Already using OptionMesh?
- 01
Open Academy
Find the learning area inside the desktop application.
- 02
Choose your program
Use the outline to find a concept or a tool you want to understand.
- 03
Return to the tool
Keep the lesson’s units, assumptions and limits in mind when reading the market view.
Program references
Public outlines based on the program structure documented 19 October 2026. Topic numbers organize this overview; they are not lesson identifiers.
Windows
macOS