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.

Feb 08, 2023
3:30 - 4:30 PM CST

Many factors affect the premium of an options contract, and it's important for investors to understand the primary inputs that affect an option's value. On Feb 8, join OIC for a live, free webinar, in which instructor Ken Keating will discuss the components of option prices. Session topics will include:

  • Intrinsic value and time value (extrinsic value)
  • In-the-money, at-the-money and out-of-the-money contracts
  • Pricing models, such as Black-Scholes and Cox-Ross-Rubinstein

Sign up now to reserve the date. In addition to the pricing webinar, registration also provides access to all historical OIC learning webinars that can be reviewed any time.

Feb 15, 2023
3:30 - 4:30 PM CST

When discussing the elements of options pricing, the topic of volatility shouldn't be excluded. But what should investors understand? On Feb 15, OIC will present a live, free webinar centered on volatility, led by instructor Ken Keating. Key discussion points will include:

  • Historical volatility
  • Implied volatility (IV)
  • Reading IV rank and percentiles

Register today to find out why volatility is a main consideration for option valuations. Plus, signing up grants access to the OIC library of past instructional sessions, so investors can learn about options any time.

Mar 08, 2023
3:30 - 4:30 PM CST

At some point, nearly any discussion of options pricing will arrive at the Greeks, a group of metrics that provide guidance about potential premium changes and embedded risks. But what should investors understand about the Greeks? On March 8, join OIC instructor Mat Cashman for a live, free webinar to review key Greeks. Topics will include: 

  • Delta: The potential option price change based on an underlying move 
  • Gamma: An indication of how Delta may change relative to underlying price changes 
  • Theta: The impact of the passage of time on an option's value 

Register now for OIC's first March webinar on the Greeks. Registration will also grant ongoing, free access to the OIC on-demand library of all past option instruction topics. 

Mar 15, 2023
3:30 - 4:30 PM CST

The second OIC webinar for March continues the discussion of the Greeks, focusing on inputs that measure how implied volatility and interest rates can affect pricing. On March 15, OIC instructor Mat Cashman will lead a free, live presentation to further investors' understanding of the Greeks. Among the discussion points are: 

  • A review of Delta, Gamma and Theta 
  • Vega: Measuring the impact of implied volatility on option prices 
  • Rho: How risk-free rate moves can affect option prices 
  • An overview of second-order Greeks 

Sign up today for the second Greeks webinar in March. Plus, registration provides access to all of OIC's past instructional webinars, which can be reviewed any time