Checkour more: Futures markets
OPTIONS DEEPDIVE COURSE (30+ Hours)
- INCLUDING FOUNDATION
- DEEPDIVE SESSIONS
- INCLUDING 10+ Hours of Q&A Sessions
Foundation (3 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 (17 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
Q&A Sessions (10 hours)
- There are 5 Q&A Sessions totalling 10+ Hours broken into these groups:
- The Greeks
- Volatility & Skew
- Dynamic Hedging
- Finding the Trade