For one, you're paying out the nose in terms of bid-ask spreads (even the most liquid securities tend to be 10 cents or so), for another, an option doesn't just expose you to delta (price risk). For that, you'd just buy the stock on margin or sell it short. The structure of an option also exposes you to vega (volatility risk), gamma (second derivative of profit relative to price change), theta (time decay), rho (interest rate risk), and countless other of what are called the Greeks. Any one of those things could have turned against you.

When you buy an option, you're betting on two major things: that the underlying is going to go in a particular direction, and that the underlying security will remain volatile. If it's, say, an out-of-the-money call option and the stock goes up a bit while simultaneously the market's expectation of volatility goes down a lot, you'll lose money. If you sell, you'll also probably be hitting the bid (selling at the bid price), which means you lose the spread.

There's also the fact that implied volatility is usually an overestimate of realized volatility because people are willing to pay extra for insurance/hedging purposes. On average, even if you could buy options with no transaction costs at all, if you just indiscriminately bought options, you'd lose money. Conversely, you'd make money by indiscriminately selling but you're taking on risk.

TL;DR Get a math degree

I''m practicing with options on thinkorswim platform. Been doing for a week now. Calls and puts go negative at the same time on a lot of stocks, even S&P index and NASDAQ index options are like this. When I'm holding an option it will climb then freeze come down and it won't come back up even though the stock is surging and the option shows an increase in % and price my money is not moving up. Options seem like complete B.S. Even with proper stats they just do they own thing and crash.

Why are options so messed up?