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Basic Level Options Course

 

A highly practical one day course under the supervision of a renowned options expert, including (excel based) trading simulations.

Key Learnings

  • You’ll build a basic understanding of options and options strategies and learn how parameters like time to maturity and volatility have an impact on options prices

  • You will explore the concepts of probability, volatility and put – call parity.

  • You will get introduced to the main greeks: delta, gamma, vega and theta and learn the basics of delta neutral trading; gamma and vega strategies.

  • You will get acquainted with strategies like spreads, ratio spreads, covered call writing, straddles, strangles, butterflies, synthetic options and more.

Who Should Attend?

 

Departments within Banks, Brokerage firms, Trading Houses, Financial Service providers, Exchanges, Funds and Regulators, being involved in:

  • Risk management 

  • (Derivatives) Trading

  • Derivatives Sales & Marketing

  • Pricing 

  • Structuring

  • Analysis 

  • Or just anyone being interested in gaining a strong basic understanding of options and options trading strategies.

Advanced Level Options Course

 

A highly practical two day course under the supervision of a renowned options expert, including (excel based) trading simulations. Prior options knowledge is required

Key Learnings
  • You’ll build a thorough understanding of options and hedging strategies and move into advanced topics in combination with a four dimensional approach of the change of the P&L of an options portfolio in relation to its parameters.

  • The course delves into many trading strategies and also into setting up vega – convexity structures, kurtosis and skew trades

  • You will learn how to value options and their greeks and how they will be impacted by changing market circumstances

  • You will get acquainted with topics like how to determine volatility, how to optimise a gamma portfolio and best hedging practice.

Who Should Attend?

 

Departments within Banks, Brokerage firms, Trading Houses, Financial Service providers, Exchanges, Funds and Regulators, being involved in:

  • Risk management

  • (Derivatives) Trading

  • Derivatives Sales & Marketing

  • Pricing 

  • Structuring

  • Analysis

  • Or just anyone being interested in gaining a very strong in depth understanding of options and options trading strategies.

 

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