Basic / Intermediate

Webinar: Theta, Vega and Rho

Simulcast Event: Options Pricing

The Options Industry Council will close out its 2019 Educational Series with a special live online simulcast, which will also be in-person in Los Angeles, that will provide you with a 360-degree view of what goes in to options pricing. On Dec. 14, this free OIC simulcast will feature three instructional sessions for investors of all levels. If you've got questions about pricing, our simulcast is for you. Be there with us in sunny L.A., or join online from anywhere. Sign up today for FREE! When you register, not only will you be sure you've got your calendar marked, but you'll also have future access to rewatch the simulcast again and again.

Here's what we've got planned for the Options Pricing simulcast:

Session 2: Theta, Vega and Rho

With our second session, we'll continue the discussion of the Greeks by turning our attention to theta, vega and rho. Among the key discussion points:

  • Where are these particular Greeks the greatest and the least?
  • Rate of time decay
  • The effect of implied volatility around a binary event
  • What to know about interest rates and cost of carry
  • Real-world examples and applications

Join Us

Saturday, December 14, 2019




12:15 - 1:15 PM CST

Sponsored By:

  • OCC

OIC Participant Exchanges:

  • BOX
  • Cboe
  • MIAX
  • Nasdaq
  • NYSE

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