Two numbers describe every option position, and beginners usually only see one. The premium is what leaves your account. The notional is the dollar value of stock the contract controls. The distance between them is your leverage.

An example

Buy one SPY call for $1.50 ($150). One contract controls 100 shares, and with SPY near $740 that's $74,000 of notional. You've put $150 to work against a $74,000 position — roughly 490× leverage on paper. A 0.5% move in SPY (~$3.70) can move a near-the-money option by a large fraction of its premium, because the option's delta translates that dollar move onto your small base.

Why it cuts both ways

That leverage is why a right call can double in an hour — and why a wrong one can lose 60% before lunch. The same multiplier that makes the upside exciting makes the downside brutal, and unlike shares, a 0DTE option's leverage decays toward zero as expiration nears. Leverage plus time decay is a fast combination.

Size off the notional and the risk, not the premium. “It was only $150” is how small accounts take enormous positions.

How to size for it

The fix is to size off risk, not the sticker price. Decide the dollar amount you're willing to lose on the trade, and let that — not “how many contracts can I afford” — set the position. A premium that looks trivial can still represent a position several times larger than you'd ever take in shares. This is exactly why NoVo sizes to a conviction-banded dollar budget and attaches a stop before the order ever fills.