Options Strategies and Risk Management

This course assumes a basic understanding of options. Workshops, exercises and simulated trading are used to explore pricing and option strategies. It investigates arbitrage relationships and options sensitivities are covered. Options strategies are reviewed and their merits considered depending on market view and degree of risk incurred.

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Course Information

Price £1600.0 + VAT
Duration 2 days
Location London
Available Dates
2018-11-22 00:00:00.0  Register Now

Who Should Attend

  • Personnel from the energy market, trading companies and other individuals who wish to gain an understanding of energy options and their uses
  • Risk management and financial departments of oil, gas and electricity companies
  • Exploration, production, transportation and refining departments of energy companies
  • Oil, gas and other energy producing, supply and distribution companies
  • Major energy consuming businesses
  • Trading companies, banks, brokers, government, regulators and associated organisations

Booking Information

Tel: +44 (0) 20 7065 7706

Course Content

Options pricing and volatility

  • Underlying market price
  • Strike price
  • Time to expiry
  • Volatility
  • Interest rates
  • Expected returns

Synthetics

  • Long call/put
  • Short call/put
  • Put/call parity

Options sensitivities

  • Delta
  • Gamma
  • Rho
  • Theta
  • Vega

Trading strategies

  • Profit and loss profiles
  • Spreads
  • Straddles
  • Strangles
  • Fences
  • Ratio spreads and back spreads
  • Butterflies

Risk management

  • Hedging
  • Delta neutral

Workshops and exercises