Webinar: Options Premium: Intrinsic, Extrinsic and the Forces That Shape Value

Why do options have value—and what makes that value change? In this session, OIC instructor Mat Cashman breaks down the components of an option’s premium and explains the market forces that drive it. Participants will explore how intrinsic and extrinsic value interact, how time and volatility shape pricing and why options can behave differently than the underlying asset. Mat will also highlight how implied volatility reflects market expectations and what traders can learn from shifting volatility environments. 

This session will help investors: 

• Distinguish between intrinsic and extrinsic value 
• Understand how time decay (Theta) and implied volatility (Vega) influence option premium 
• Learn how the Greeks translate an isolated pricing variable into risk analysis 

By registering, you’ll also unlock on-demand access to the comprehensive OIC educational resource library, giving you the flexibility to continue learning at your own pace.