Upcoming Events

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.

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. 

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