Advanced Commodity Options

This is a one-day course for which some existing knowledge of options is desirable (e.g. an understanding of intrinsic/time value, delta, volatility, etc.). Real-world examples and real-world trading tools (e.g. option pricing model) are used throughout the course. This course is designed to be flexible in order that delegates individual issues/scenarios may be addressed. Option strategies are explored at appropriate points throughout the session.

Course Information

Price £850 + VAT
Duration 1 day
Location Sydney
Available Dates

Who Should Attend

  • Personnel from the commodity market, trading companies and other individuals who wish to gain an understanding of commodity options and their uses
  • Risk management and financial departments of commodity producer and commodity trading companies
  • Commodity supply and distribution companies
  • Major commodity consuming businesses
  • Trading companies, banks, brokers, government, regulators and associated organisations

Booking Information

Tel: +44 (0) 20 7065 7706

Course Content

  • Introductory Q&A session to establish delegates existing option knowledge

Volatility Workshop:

  • Fundamentals of volatility; definitions, types, etc.
  • Calculating implied volatility in practice
  • Mathematical interpretation of volatility
  • Volatility skew analysis
  • Trading volatility
  • Volatility in practice

Managing Option Risk:

  • Macro level option risk management; generalised rules
  • Q&A session