Upcoming Events

In the second webinar for April, join OIC instructor Ken Keating as he dives into options skew, why it is important and what does it tell us about market sentiment and risk. This interactive session will help investors understand:

• Why strike prices affect an option cost
• Term structure and skew
• What skew reveals about market fear and expectations
• Common skew patterns and what they mean

The presentation will conclude with a dedicated Q&A session where Ken will address your specific questions about option skew. Register now to learn how to incorporate this observable phenomenon into your trading arsenal and gain access to our complete library of educational resources.

On April 16, join OIC for a live, open forum Q&A session dedicated to answering your options-related questions. Whether you are new to options or want to take your knowledge to the next level, this is your chance to get clear, straightforward answers in a casual and interactive setting with OIC Instructors.

This session is participant-driven, so bring your questions and ask away – no question is too basic or too advanced. We hope to provide clarity on topics discussed in previous OIC webinars or to help you better understand the construction and risk profile of various option strategies.

Please note that OIC does not offer investment advice and may not be able to discuss certain topics. Don't miss out – this event will not be available on demand!

Implied volatility is an annualized metric, but markets move every day. This session introduces the Rule of 16 as a practical framework for translating annual volatility into an expected daily range of movement. Attendees will learn how to use implied volatility to better contextualize price action, evaluate risk, and understand when a market move might be statistically meaningful versus routine noise. During this comprehensive session, OIC instructor Mat Cashman will cover an outline that includes:

• Using the Rule of 16 to translate an annual implied volatility into an expected daily standard deviation
• The connection between implied volatility, variance, and standard deviation
• Why options markets quote volatility on an annualized basis
• Examples showing how implied volatility levels can reshape expectations for risk, movement, and option pricing over short time horizons

Register today to join Mat for this fascinating educational presentation and gain access to our complete library of market resources.

The growth of daily expirations has fundamentally changed how options behave intraday. This session explores how 0DTE options concentrate risk by compressing time, increasing sensitivity to price movement, and accelerating decay. Attendees will gain a clearer understanding of why short-dated options can react so differently to the same market move and the unique risk considerations that come with trading at the shortest end of the duration curve. During this focused session, Mat will break down:

• The expansion of daily expirations and its impact on volume dynamics
• How shrinking time to expiration concentrates option sensitivities, particularly Gamma and Theta
• Why identical underlying price moves can lead to dramatically different outcomes for options of different durations 
• Key risk considerations unique to 0DTE options, including rapid decay, heightened sensitivity to small price changes, and intraday risk management

Register today for Mat’s captivating presentation and receive access to our complete library of educational resources for continued learning.