Option Strategies and Risk Management
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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.

Duration:
2 Days 

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 

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 
- 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


 
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Tools
 
Key Details
Duration2 days
 
£1,200
per delegate
 
 
Bookings Helpline: 01933 233884 (Monday to Thursday - 8:00am to 5:30pm and Friday 8:00am to 5:00pm).