Price | £1,750.00 + VAT |
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Duration | 2 days |
Location | Virtual: EMEA Time Zone |
Available Dates |
Day One
- Options contracts
- Theoretical value and assumptions in the option model
- Historic and Implied Volatility
- Standard deviation of price changes
- Future expectation
- Conversion/Reversal
- Synthetic future
Lunch
Session 4: Delta
- Understand changes in delta with price
- Volatility and time; value in hedging and managing an option portfolio
Session 5: Gamma
- Understand impact on option position and risk of short dated, near the money options
- Value in managing an option portfolio
Session 6: Theta/Vega
- Understand the impact of changes in volatility and time
Day Two
Session 7: Directional trades
- Reducing the cost of buying options
Session 8: Volatility
- Trading the view on volatility
Session 9: Alternative plays
- Moderate bullish/bearish and neutral plays
Linch
Session 10: Risk management strategies
- Cost of using options to hedge
- Change risk profile with Collar/Fence
Session 11: Trading options
- Opportunistic trading versus market making
Session 12: OTC options
- Wide range of products in the OTC space