Options Education 4 Day DEEPDIVE (27th to 30th August 2019)
OPTIONS INTENSIVE COURSE (4 Days (4 hours per day))
4 Day DeepDive
- Spreads & Strategies
- The Models (B&S, Binomial Trees)
- The Market Maker - Their role, your role
- Skew (RR, BF and path trading)
- Trading Volatility & Skew
- Dynamic hedging
- Position risk
- Greeks in depth
- 2nd Order Greeks (Vomma, Charm, Vera,Dvega, DeltaTime)
- 3rd Order Greeks (Color, Speed, Ultima, Zomma)
- Option sensitivity
- Position sensitivity
- Cross Greeks & Correlation sensitivity
- Trading Skew
- The Volatility Surface
- Volatility diffusion
- Dynamic Replication and Jump diffusion
- Bringing all the tools together
- How to run an Options portfolio
- Cross asset risk management
- Finding the trade, looking for value.
- Understanding the CME's rules on option and postion margin
- Understanding how your FCM calculates span risk to meet CFTC obligations.
- What if planning and modelling
- Question & Answer (each day)
- Wash-Up Sessions (each day at the end)
At the end of this intensive four days, you will understand all the variable that can change the price of an option and thus the implications on your portfolio. You will understand the role of the exchange, the market maker and the FCM. You will be able to manage cross asset risks, model complex 'what if' scenarios and learn how to look for value in the options on futures world.
There is a huge amount to cover and we will have regular Q&A sessions to ensure everyone is keep pace. At the end of each session we will have a 'wash-up' time to allow anyone to ask longer more niggling questions.
All sessions will be via a secure HD streaming service with dynamic watermarking for security.
Each session will take place from 6pm UK to 10pm (1pm to 5pm EST)
All paid users will be given personal access to watch the content again, this will be dynamically watermarked.