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Options training

Introduction

The aim of the course is to give the participant a good understanding of options trading and how options can be used as a hedging tool in the financial market, focusing on commodities. The participant will be introduced to both basic and more advanced options theory, such as vanilla options, pricing models, the greeks and caps and floors. The theories we present will be applied in exercices for both options pricing and options-trading simulations. The trading simulations will illustrate different market scenarios and hedging opportunities. In addition we will invite an external speaker to share first hand experience from the options market.

Course Content

OPTIONS TRAINING AGENDA

Vanilla Options and Options Strategies for Hedging and Trading

  • Focus on the intrinsic value of the options (calls and puts) and how both simple and more advanced strategies can be used for hedging and trading

Options Pricing with Binomial Trees - Excercise

  • This exercise gives in depth knowledge of how an options price is derived and how different parameters such as volatility, expiry, interest rate, strike level play in the pricing of the option

Options in the Commodities/Financial Markets

  • The experience of a market participant

The Greeks of Options – Advanced Options Theory

  • This session will give an in depth knowledge of all relevant options Greeks and how they can be analyzed and used in order to increase options insight and options trading potential

Options Trading and Options Portfolio Management Simulation

  • This session uses a portfolio of options and simulates different market scenarios to understand how the options portfolio changes with different market scenarios and how to hedge the options portfolio given different market scenarios

Caps and Floors

  • A presentation of how Caps and Floors can be used by traders and hedgers in order to optimize the value of their trading and hedging

 

Participants

  • traders and brokers
  • back-office and operations people involved in the energy markets
  • energy producers and consumers
  • financial institutions and government staff
  • lawyers, and consultants
  • risk management
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