As the name suggests, the main focus of this course is to explain the depth of Options Pricing and Options Greeks & Greek related Options Strategies. As the assignment of Option is depending upon the settlement price of Underlying, so we need to find out the probability of underlying stock to move. That probability of movement is completely depending upon the volatility of stock and time to maturity. So we get Options Premium after considering the Volatility and Time to maturity. This workshop creates sound understanding of behavior of Options premium at different Spot price & at different Volatility and at different time to maturity.

The Options Greeks help us to understand the change in Options Premium with respect to change in different variables of Options Premium. It becomes very difficult for a trader to find out the profit and loss scenario of whole portfolio at different time interval. Options Greeks help to find out the different scenarios when investor is going to make money and when he is going to lose money.

This workshop also explains interrelationship between different Options Greeks.

In current scenario, Implied Volatility of Options are moving more dynamically compare to movement in Spot Price which enforce us to understand the logics behind the concept of Implied Volatility. Volatility Smile and Volatility Skew curve help us to find out mispricing opportunity in full Options chain. Implied Volatility also suggest us the good option to buy and sell. It finds out whether the Option is cheap or expensive.

This workshop explains Greeks oriented Strategies like Short Gamma Strategy, Long Gamma Strategy, Low Delta Short Vega Strategy, Delta Neutral Strategy, Delta long Short, Vega long Short etc. It also explains the art to initiate, manage and then exit the strategy.

This workshop is useful for people who want to understand the fundamentals of Options Pricing, Options Greeks and Options Trading.

Trader | Fund Manager | Dealer |

Investor | Research Analyst | Arbitrager |

Sub- Broker | Jobber | Member |

Security Market Basic Module | Capital Market (Dealer) Module | Options Trading Strategies Module |

Equity Derivatives : A Beginner's Module | Derivatives Market (Dealer) Module |

- Study Material
- Practice on Various Software
- Self Practice Homework

- E Learning
- Recorded Video Session
- Learn at your convenient time & place
- Easiest way to learn
- Queries / Doubts Solutions on Mail

- PC / Laptop / Tablet / Smart Phone
- Headphone / Speaker
- Google Account

1 | Faculty Introduction |

1 | Options Pricing Introduction |

2 | Options Pricing with respect to Time to Maturity |

3 | Meaning and Importance of Implied Volatility - What is Implied Volatility? |

4 | Difference Between Implied Volatility and Historical Volatility |

5 | Meaning and Importance of Volatility Smile and Skew |

6 | Relationship of Options Premium with its Variables |

7 | How to Use Options Software to understand Options and Greeks |

8 | Types of Options by Intrinsic |

9 | Introduction to Options Greeks |

10 | Calculation of Options Greeks on Options Calculator |

11 | How to use VolHedge Software to learn Options Behavior |

12 | How to Calculate Portfolio Greeks |

13 | How to neutral the Portfolio Greeks |

14 | Delta Introduction |

15 | How to Calculate Portfolio Delta |

16 | How to Neutral Portfolio Delta |

17 | Delta Impact Change in P&L with respect to Change in Spot |

18 | Important Points of Delta |

19 | Vega Introduction |

20 | Behavior of Vega with respect to ITM, ATM or OTM Options |

21 | Behavior of Vega with respect to Time to Maturity |

22 | How to Calculate Portfolio Vega |

23 | How to neutral the Portfolio Vega |

24 | Traders Desire with respect to Vega |

25 | Important Points of Vega |

26 | Theta Introduction |

27 | Behavior of Theta with respect to ITM, ATM and OTM Options |

28 | Behavior of Theta with respect to Volatility |

29 | Behavior of Theta with respect to Time to Maturity |

30 | How to Calculate Portfolio Theta |

31 | How to neutral Portfolio Theta |

32 | Theta Impact on Profit and Loss |

33 | Traders desire with respect to Theta |

34 | Important Points of Theta |

35 | Explanation of Rho |

36 | Gamma Introduction |

37 | Calculation of Gamma |

38 | Value of Put Gamma |

39 | Behavior of Gamma with respect to ITM, ATM and OTM Options |

40 | Behavior of Gamma with respect to Time to Maturity |

41 | How to Calculate Gamma |

42 | How to Calculate Portfolio Gamma |

43 | How to Neutral Portfolio Gamma |

44 | What is my view when my Portfolio Gamma is Short or Long |

45 | Important Points of Gamma |

46 | Joint Impact of Greeks on Profit and Loss Part1 |

47 | Joint Impact of Greeks on Profit and Loss Part2 |

48 | Relationship of Implied Volatility with Options Greeks |

49 | Short Gamma Strategy Part1 |

50 | Short Gamma Strategy Part2 |

51 | Low Delta Short Gamma Strategy |

52 | Benefit of Delta Neutral Process |

53 | Long Straddle |

54 | Short Straddle |

55 | Long Strangle |

56 | Difference between Long Straddle and Long Strangle |

57 | Short Strangle |

58 | Long Straddle Greek Behavior |

59 | Long Strangle Greek Behavior |

60 | Short Straddle Short Strangle Greek Behavior |

61 | When to make Straddle Strangle Strategy |

62 | Straddle Strangle Jobbing |

63 | Bull Call Spread |

64 | Bull Put Spread |

65 | Bear Call Spread |

66 | Bear Put Spread |

67 | How to Find BEP of Bull and Bear Spread |

68 | Jobbing Opportunity in Bull and Bear Spread |

69 | Introduction to Ratio Spread |

70 | Call Ratio Front Spread |

71 | Put Ratio Front Spread |

72 | Call Ratio Back Spread |

73 | Put Ratio Back Spread |

74 | Call Ratio Front Spread Ladder |

75 | Put Ratio Front Spread Ladder |

76 | Call Ratio Back Spread Ladder |

77 | Put Ratio Back Spread Ladder |

78 | Price Ratio Spread Vs Delta Ratio Spread |

79 | Jobbing Opportunity in Delta Ratio Spread |

80 | Vega Ratio Spread |

81 | When to make Ratio Spread and Ladders |

82 | Introduction to Butterfly Strategy |

83 | Long Call Butterfly |

84 | Short Call Butterfly |

85 | Long Put Butterfly |

86 | Short Put Butterfly |

87 | How Call Butterfly and Put Butterfly are Same |

88 | Long Iron Butterfly |

89 | Short Iron Butterfly |

90 | Long Butterfly Greek Behavior |

91 | Short Butterfly Greek Behavior |

92 | Long Call Condor |

92 | Vega Ratio Spread |

93 | Short Call Condor |

94 | Short Butterfly Greek Behavior |

95 | Long Iron Condor |

96 | Short Iron Condor 8:52 |

97 | Long Condor Greek Behavior |

98 | Short Condor Greek Behavior |

99 | Short Calendar Spread Greek Behavior |

100 | Long Calendar Spread |

101 | Short Calendar Spread |

102 | Long Calendar Spread Greek Behavior |

103 | Short Calendar Spread Greek Behavior |

104 | Put Call Parity |

105 | Tik Tak Strategy |

106 | Daily Break Even Point BEP |

107 | Book Building Strategy |

108 | Currency Options Greeks and Maturities |

109 | Sigma Range Calculation and Importance |

110 | Dispersion Theory |

111 | Introduction to Open Interest |

112 | How to take view of Market using Open Interest |

113 | Greek Options Trader Conclusion |