Workshop Outline

  • Introduction – basic option terminology
  • Option payoffs
  • Calls and puts
  • Combinations and spreads
  • American and European option characteristics
  • Option valuation
  • The terminology of volatility
  • Delta and hedging delta
  • Option sensitivities
  • Option pricing models
  • Exchange traded and over the counter options
  • Risks and hedging techniques in the option market

Outcomes

On completion of the program the delegate will be able to:

  • Understand The Terminology Of The Option Market
  • Construct Expiry Profiles Of Different Option Structures
  • Use Puts And Calls To Construct Option Spreads
  • Distinguish The Difference Between American And European Options
  • Identify The Effect Of The Option “Greek’s” On The Option Value
  • Apply Options In Hedging Risks In The Different Markets
  • Distinguish Between Over The Counter And Exchange Traded Options