About Options Trading Strategies Advanced

Options Trading Strategies Advanced module has been prepared with a view to provide a comprehensive and in depth knowledge about the options markets.
Why should one enroll in this course?

  • To have a comprehensive and broad based knowledge about the options markets.
  • To get acquainted with various types of options and options strategies

 

Who will benefit from this course?

  • Students who are interested in this subject
  • Investors & Traders Lobby
  • Financial Planners & Advisors
  • House-wife’s
  • Analysts
  • Equity Research professionals
  • Bankers & its Employee’s
  • Teachers & Professionals
  • Employees of Stock Broking Company

Course Details

Duration: 30 hours (15 days)
Fees: Rs. 15000/-
Refund of fees: Rs.5000/- if examination cleared in first attempt.
Second attempt for examination additional: Rs. 2100/-

CONTENTS OF THIS COURSE

DAY 1 – OPTIONS – A BACKGROUNDER

  • Derivative Types
  • Continuous Compounding
  • Option Valuation
  • Option Pricing Band
    • Upper Bound: Call Option
    • Upper Bound: Put Option 
    • Lower Bound: Call Option 
    • Lower Bound: Put Option 
  • Put-Call Parity: European Options
    • Position A undervalued 
    • Position B Undervalued 
  • Put-Call Parity: American Options 
  • Dividends

 

DAY 2 – QUANTITATIVE CONCEPTS – A BACKGROUNDER

  • Normal Distribution
  • Share Prices – Lognormal Distribution 
  • Linkages that arise from the Distribution
  • Volatility

DAY 3 – BINOMIAL OPTION PRICING MODEL

  • Single Period Binomial 
  • Multiple Period Binomial
  • European Put Option 
  • Binomial Model for American Options 
  • Role of Volatility in 'u' and 'd'

DAY 4 – BLACK-SCHOLES OPTION PRICING MODEL

  • European Call Option 
  • European Put Option 
  • Dividends
  • American Options

 

DAY 5 – OPTION GREEKS

  • Delta
    • European Call on non-dividend paying stock 
    • European Put on non-dividend paying stock 
    • European Call on asset paying a yield of q
    • European Put on asset paying a yield of q 
  • Gamma
    • European Call / Put on non-dividend paying stock 
    • European Call / Put on asset paying a yield of q 
  • Theta
    • European Call on non-dividend paying stock 
    • European Put on non-dividend paying stock 
    • European Call on asset paying yield of q 
    • European Put on asset paying yield of q 
  • Vega
    • European Call / Put on non-dividend paying stock 
    • European Call / Put on asset paying a yield of q
  • Rho
    • European Call on non-dividend paying stock 
    • European Put on non-dividend paying stock

DAY 6 – VOLATILITY

  • Historical Volatility
  • ARCH(m) Model
  • Exponential Weighted Moving Average (EWMA)
  • GARCH Model
  • Implied Volatility

DAY 7 – BASIC OPTION & STOCK POSITIONS

  • Pay-off Matrix for Basic Option Positions
    • Long Call 
    • Short Call 
    • Long Put
    • Short Put
  • Pay-off Matrix for Positon in the Share
    • Long Stock 
    • Short Stock
  • Assumptions
  • A Few Option Contract Intricacies

DAY 8 – OPTION TRADING STRATEGIES

  • The Strategies
    • Single Option, Single Stock
      • Protective Put 
      • Covered Put
      • Covered Call 
      • Protective Call
    • Multiple Options of Same Type
      • Bull Spread
      • Bear Spread 
      • Butterfly Spread 
      • Calendar Spread 
      • Diagonal Spread
    • Multiple Options of Different Types
      • Straddle 
      • Strangle 
      • Collar
      • Range Forward - Long 
      • Range Forward - Short 
      • Box Spread
      • Condor
  • Option Chain
  • Contract Fundamentals
  • Option Trading Intricacies
    • Choice of Strike Price 
    • Choice of Expiry
    • Roll Over and Covered Calls

DAY 9 – EXOTIC OPTIONS

  • Asian Option
  • Bermudan Option 
  • Compound Option
  • Binary Option
  • Barrier Option  
  • Look back Option
  • Shout Option
  • Chooser Option

 

DAY 10 – MARKET INDICATERS

  • Put-Call Ratio
  • Open Interest
  • Roll-over
  • Volatility

DAY 11 – RECAP & REVISION

DAY 12 – RECAP & REVISION

DAY 13 –RECAP & REVISION

DAY 14 – RECAP & REVISION

DAY 15 – RECAP & REVISION

FAQ's

1. You are eligible for a refund until the course / specialization launches on the platform however kindly note 25% reduction will be done on the amount paid if applied for cancellation.

2. You are not eligible for a refund after earning a Course Certificate, even if you complete a course in a short period.

3. Rs.5000/- will be refunded as a token of reward if examination is cleared in first attempt.

Yes—to enroll in an individual course, search for the course title in the catalog.

Yes, kindly contact Nathani Finance

15 Days Classroom Training

1 Day for Examination

New Batch admission will start every month.

No specific background is required for this course, anybody can join having interest in this Industry.

Although you can take the courses in any order, however we do recommend that you follow the suggested sequence of courses

Yes, Successful candidates will be rewarded the Certificate by the below mentioned organisations post clearing the exams.

Nathani Institute Pvt. Ltd.

National Stock Exchange Ltd.