- Theta, a measure of option time decay
- The impact of Vega and its relationship to implied volatility
- Rho, a metric on the effect of interest rates
Upcoming Events
Throughout the year, OIC hosts free webinars on a variety of options-related topics. Taught by experienced options professionals, OIC webinars run from 3:30 to 4:30 p.m. (CT), unless otherwise noted. Registration is required and will give you access to an on-demand replay of the event. Watch OIC's past webinars on-demand here.
Introduction to the Greeks II: Theta, Vega, and Rho
Probability I: Delta as a Probability Metric
With options, Delta can have different interpretations, depending on the investor. In the first OIC webinar this April, instructor Mat Cashman will discuss Delta and its varied frameworks – as well as what those frameworks can mean for views on options risk in general. During this live session on April 10, investors can learn about:
- The concept of Delta as a probability metric
- How Delta relates to implied volatility and days to expiration
- Potential methods of measuring Delta risk
Free registration is open today. Plus, all registrants will gain access to the OIC library of past option webinars, where a range of educational topics can be reviewed on demand.
Probability II: Standard Deviations and Tail Risk
For option investors, an understanding of standard deviations may help with assessing the risks inherent in a portfolio. Because of the relevance of standard deviations, OIC is hosting a live, free webinar on April 17, led by instructor Mat Cashman. During this presentation, topics will include:
- How standard deviations can play a role in assessing price movements
- The significance of historical volatility and how it may influence pricing
- Tail risk and how may be used options to hedge
- The normal price distribution and option premiums
Investors can register today on the OIC website for the standard deviations webinar. By signing up, attendees also get access to the on-demand learning library of past OIC webinars, which cover a variety of option topics.
Volatility Fundamentals I: An Introduction & Overview
This May, OIC will dedicate its webinar series to volatility, a key topic in options investing. During the first session, on May 8, OIC instructor Ken Keating will lead a live session to review topics such as:
- Historical volatility, implied volatility and historical implied volatility
- How implied volatility is measured
- Volatility metrics -- implied volatility rank and percentile
- Implied volatility strategies
Registration is open on the OIC website for this free educational webinar. By registering, attendees also unlock access to the on-demand library of past educational videos.
Volatility Fundamentals II: Skew & Relative Value
- Historical and implied volatility
- Vega, one of the primary option Greeks
- Volatility skew and volatility ratios
- An overview of relative value