Advanced Commodity Options

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Categories: Markets, Trading & Derivatives

£855 per delegate. This may be less for special offers on specific course dates and in-company training courses

Duration: 1 day

Trainer: E023CI

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Course Overview
Course Dates

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.

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

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

The course either has new dates in data loading, or is only run as a dedicated or In Company course.

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