Upcoming Events

Eventually, nearly any discussion on option pricing will arrive at the Greeks, a group of metrics that provide guidance about potential premium changes and embedded risks. But how should investors interpret the Greeks? On February 12, join OIC instructor Ken Keating for a live, free webinar to begin our February discussion on the Greeks. Topics will include:  

• A review of the Greeks 
• Delta and Gamma definitions  
• The impact of Delta and Gamma within an option price  
• Interpretation and applications of Delta and Gamma  

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

The second OIC webinar for February continues the discussion of the Greeks, focusing on inputs that measure how changes in time, volatility, and interest rates can affect option pricing. On February 19, OIC instructor Ken Keating will lead a free, live presentation to further investors' understanding of the Greeks. Discussion points for this session will address the implication for option prices resulting from:  

• Theta: The passage of time 
• Vega: Changes in implied volatility levels  
• Rho: Rising and falling interest rates  

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

If an investor is exploring options as an investment, it's essential to consider the potential impact of volatility. Because of the significance of this fundamental concept, OIC will host a live webinar on March 12, specifically to review volatility and options pricing. In a discussion that will be led by OIC instructor and former options trader Roma Colwell, investors will learn about:

• Historical volatility (HV)
• Implied volatility (IV)
• Intrinsic vs Extrinsic Value
• “Historical” Implied Volatility

Register today for the OIC volatility webinar - it's free and easy to sign up. Also, registration offers continuing access to our on-demand webinar library, where all past webinars on a variety of options subjects can be viewed.

OIC will conclude its Q1 webinar series with a review of implied volatility and its potential impact on option pricing. During this live webinar on March 19, OIC instructor Roma Colwell will lead an overview of volatility for investors who want to better understand this important options topic. Among the main discussion points will be: 

• Variables of the Black-Scholes formula 
• The impact of Implied Volatility amongst different options 
• Vega as a metric, and how it relates to Implied Volatility changes 

Sign up today for the second March webinar on volatility. Also, all registrants gain immediate access to the entire OIC educational library which includes past option webinars on a wide variety of topics.