If an investor is exploring options as an investment, understanding the probabilities of price movement and the risks of extreme market events is essential. To help investors deepen their knowledge of these concepts, OIC will host a live webinar on April 9th focused on standard deviations and tail risk.
Led by OIC instructor and former options trader Mat Cashman, this session will explore how probability, volatility, and extreme market moves can impact option pricing and risk management. Attend to learn about:
- Normal price distributions and the 68-95-99.7 rule
- The role of standard deviations in measuring price movement
- Historical vs. implied volatility
- How implied volatility shapes option pricing
- Tail risk and the potential for extreme market events
- Recognizable tail risk events from financial history
Register today for the OIC Standard Deviations and Tail Risk webinar – it's free and easy to sign up. Plus, registration grants you continuing access to our on-demand webinar library, where you can explore past webinars on a variety of options topics.