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Advance Option Greeks For Arbitrage


Enables your team to understand the 2nd line Greeks and Volatility spread Strategy in depth with Practical Session





The main focus of Arbitrage Desk Corporate Training workshop is to provide depth knowledge of Options arbitrage strategies. The main object of arbitrageurs is to find out mispricing in market and then trade to catch that mispricing so that they can make risk free returns from the market. Options are having lot of arbitrage opportunities.


The base behind these arbitrage opportunities is that Call, Put and Futures are perfectly correlated with each other. You can discover the price of Call by using price of Future and Put and similarly you can find out the price of Put by using price of Future and Call Option. So now when market moves, it becomes very difficult to handle price of all the three product immediately. So mispricing arises in market which gives arbitrage opportunities to traders.


There are few popular Arbitrage Strategies available in market :

1. Put Call Parity / Conversion Reversal / Triangle Spread

2. Box Spread

3. Volatility Spread

4. Butterfly Spread


This workshop covers detailed explanation of all these strategies. It is important to understand Options Pricing and Options Greeks before trading extensively in Options. Options Greeks can control your risk in a good manner. This workshop explains how to catch the mispricing from the market watch and how to trade that mispricing. It is very much important to manage that strategy for full maturity as many times adverse movement in Spot Price or rise or fall in Volatility can change pay off dynamically. We use different software to show live market feed during the training so that people can make simulated trades during training. We also use FinTester software to analyse past 4 years data of Nifty and trade on that data to get better confidence on Strategies.


This workshop is beneficial for organisation who want to establish good Arbitrage Desk at their end.


Benefits: A Good career in Stock Market as....

Trader Fund Manager Sub- Broker
Investor Research Analyst Arbitrager
Dealer Member Jobber


Helpful to clear following NCFM Modules.....

Security Market Basic Module Equity Derivatives : A Beginner's Module
Capital Market (Dealer) Module Derivatives Market (Dealer) Module
Options Trading Strategies Module


Course Content

  • What are call & Put Options?
 
  • Option Strategies
  • Option Pricing & Option Greeks
 
  • Bullish Strategies?
  • Delta
 
  • Bearish Strategies
  • Gamma
 
  • Straddle Strategies
  • Vega
 
  • Ratio Spread Strategies
  • Theta
 
  • Butterfly Strategies
  • Rho
 
  • Condor Strategies
  • Open Interest Theory
 
  • Calendar Spread Strategies
  • Dispersion Theory
 
  • Put Call Parity
  • Volatility Sigma Range
 
  • Short Gamma Strategies
  • Dispersion Theory
 
  • Volatility Spread Strategies
  • Volatility Sigma Range
 
  • Risk Managment


Course Add-ons:

  • Study Material

  • Practice on Various FinIdeas Software

  • Self Practice Homework


Pricing:

For WhomCourse
Duration
Fees
(Rs.)
No. of
Students
Additional
(Rs./Students)
Team who is new in Options
Market
6 Days / 3
Weekends
5,25,000 15 25,000
Team who understand the Basic
profile of Call and Put Options
4 Days / 2
Weekends
4,50,000 15 20,000




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