Options & Directional FULL Course (41hrs)
STREAM NOW 40+ Hours & 80+ Videos
OPTIONS & DIRECTIONAL DEEPDIVE COURSE (41+ Hours)
YOURS TO KEEP FOREVER!
• INCLUDING FOUNDATION
• DEEPDIVE SESSIONS
• INCLUDING 12+ Hours of Q&A Sessions
Foundation (5 hours)
• Market microstructure.
• The Options on Futures market.
• The CME, EUREX & ICE - Why they are different and who futures exchanges operate.
• The Greeks (1st Order Greeks).
• Option Value Calculation.
• Knowing your position and how it will change.
• Glossary & Jargon.
• Setting up the right tools for the week.
Objective is to get everyone on the foundation day fully prepared to learn at a greater depth for the rest course
DeepDive (25 Hours)
• 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
NEW RELEASED ON 22ND NOVEMBER - Finding The Profitable Directional Trade (2 Hours)
- Max Pain (How can we profit from the pinning process)
- Following the daily Gamma to day trade around Options flow
- Dynamic Open Interest Modelling for directional success
- 3 Successful set-ups, rinse and repeat the Macrohedged way
Q&A Sessions (12 hours)
• There are 5 Q&A Sessions totalling 10+ Hours broken into these groups:
• The Greeks
• Volatility & Skew
• Dynamic Hedging
• Finding the Trade
All paid users will be given personal access to watch the content again, this will be dynamically watermarked.