Why am I down as soon as I buy an option?
Because a market order buys at the ask (the lowest price a seller will take) and could only sell at the bid (the highest price a buyer will pay). The gap between them, the spread, is lost the moment you buy, before anything moves. On options it is often a much bigger share of the price than on shares.
Try it: a call on a $50 stock, strike $50, 30 days left, 30% implied volatility. Change the spread and see what buying at the ask costs you on the spot.
Simulated example, priced by the StrikePath engine (Black–Scholes, interest 4.3% a year). For learning; not advice.
Why the spread matters more on options
A share of a large company might have a spread of a cent on a $50 price. An option on it might cost $2 with a spread of 10 or 20 cents: a far bigger share of what you pay. Every round trip (buying, then selling) pays the whole spread once.
Limit orders
A market order buys at whatever the best seller asks. A limit order names the most you'll pay, often around the middle of the bid and ask, and waits; it may fill at a better price, later, or not at all. The basics lesson on orders shows both.
What this shows, and what it doesn't
It shows the cost with made-up numbers. Real spreads differ by stock, strike, expiry and time of day, and widen in fast markets.