Webinar: Pricing Models, Vega and Implied Volatility

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.