This interactive course evaluates option pricing with a heavy emphasis on volatility. The main pricing models will be analyzed with this emphasis in mind. Utilizing this new-found pricing knowledge, various trading strategies will be examined. Trades are evaluated at initiation and after the trade is made. The Greeks are then introduced and applied using single options. Attention is then turned to running an options book and interpreting the Greeks in an option portfolio.
Course Objectives
By the end of the course, participants will be able to:
- Evaluate the option price with particular focus on volatility
- Analyze advanced trading strategies
- Define and apply the Greeks
- Evaluate running an options book
Suggested Prerequisites:
- Options or equivalent knowledge
Program Level: Intermediate
Advance Preparation: Working Knowledge of Excel
Computers and Financial Calculators: Computers
Recommended CPE Credits: 7