What we can learn from FUTURES & OPTIONS Program

FOME  workshop  scheduled on JAN 8 - 9 , 2011 has the following objectives

1. Learning about Option Pricing Models ( BSOPM)
2. Compare the risk profiles of Option Trades
3. Estimate the probability statements made by a volatility figure
4. Discuss how changes in different variables will affect the Value of calls & puts
5. Principles of volatility trading and how this type of trading can be profitable
6. Identify ways to make money trading with a long and a short Gamma position
7. Caluculate the Historical Volatility and evaluate the resulting Data
8. Describe Skewness and Kurtosis
9. How Skewness & Kurtosis affect the prices of OTM Option
10. Understand the basic Option position payoff profiles
11. Risk Sensitivity mubers - Greeks
12. Trading in the real world - putting it all together to derive our forecast volatility
13. Trade structure that benefit from rising or falling IV
14. Trade Structures that benefit from Time Decay acceleration
15. Trade Structures that benefit from  Rapid price Spikes
16. Price distortions during the final days of an expiration Cycle
17. Predicting and exploiting expiration day strike price pinning
18. Expiration day Volatility Collapse and dynamic position management