Option Greeks Trading Course

Introduction

This Options Greeks Course takes your options education to the next level. Whether you are new to investing or are seasoned professional, using Options Greeks can be an efficient and easy way to protect the profits you have made, limit your loss, gain additional income or secure a specific stock price.

The NIFM online courses are designed to help every level of investor gain a fuller understanding of the uses of options. Complete the courses you feel would be most suitable for building your knowledge and confidence in using options.

The Options Greeks help us to understand the change in Options Premium with respect to change in different variables of Options Premium. It becomes very difficult for a trader to find out the profit and loss scenario of the whole portfolio at a different time interval. Options Greeks help to find out the different scenarios when the investor is going to make money and when he is going to lose money.

Course Overview:

This module will examine these factors and the effect they may have in changing an options price. The factors that always affect an option's price: the price of the underlying stock, strike price, time to expiration, interest rates and volatility.

The "greeks" (Delta, Gamma, Theta, Vega, Rho) are tools to measure minute changes in an option's price based on corresponding changes in:

Interest rates

Time to expiration

Price changes in the underlying security

Volatility

Using the Options Greeks can lead to more accurate pricing information that will alert an options trader to mispriced derivatives that can be exploited for profit. In straightforward language and making use of the Options Greeks to be a better options trader.

What is Delta in Options?

 (Delta) represents the rate of change between the option's price and a ? 1 change in the underlying asset's price – in other words, price sensitivity

What is Gamma in Options?

(Gamma) represents the rate of change between an option portfolio's delta and the underlying asset's price - in other words, second-order time price sensitivity. Gamma indicates the amount the delta would change given a ? 1 move in the underlying security.

What is Vega in Options?

Vega represents the rate of change between an option portfolio's value and the underlying asset's volatility - in other words, sensitivity to volatility. Vega indicates the amount an option's price changes given a 1% change in implied volatility.

What is Theta in Options?

 (Theta) represents the rate of change between an option portfolio and time, or time sensitivity. Theta indicates the amount an option's price would decrease as the time to expiration decreases.

What is Rho in Options?

(Rho) represents the rate of change between an option portfolio's value and a 1% change in the interest rate, or sensitivity to the interest rate.

Career Opportunity after this Course

• Options Trader, 

• Options Arbitrageur, 

• Hedger, 

• Be a Investor, 

• Derivative Analyst

Other Recommended Courses for you

• Be a Advance level Smart Investor

• Learn Advance Options Trading Strategy

• Equity Derivative NISM Series VIII

What you will get?

Pre-recorded videos - Yes (approx 7 hours)

Language:  HINDI

E-Book:  Yes

Certification: Certification from NIFM

Faculty: Vinod Gaur