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.
|Security Market Basic Module||Capital Market (Dealer) Module||Options Trading Strategies Module|
|Equity Derivatives : A Beginner's Module||Derivatives Market (Dealer) Module|