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Index
Disclaimer
How to use this book
About the author
About Volcube
1. Introduction to options
Basic definitions
Call and put payoffs
Assignment 1.1 : Watch Volcube Quick Start video #1 in Learning
Assignment 1.2 : Call/Put Payoff Mini-game
Assignment 1.3 : Start a Level 1 options trading simulation
Exercise 1
2. Option valuation
Optionality prior to expiration
Intrinsic & extrinsic value
Put-call parity
The three most important factors that affect option value
Assignment 2.1 : Intrinsic/extrinsic mini-game
Assignment 2.2 : Study the Pricing Sheet
Exercise 2
3. Ways to trade options
Using options to trade directionally
Using options to hedge an existing position
Using options to generate income
Using options to trade volatility
Market making options
Assignment 3.1 Put-call parity Mini-game
Assignment 3.2 Play a Level 1 game and enter some quotes
Assignment 3.3 Watch Blitz Video #2 : Making a market in options
Exercise 3
4. Pricing options
Valuing options with models
Things to consider when pricing options to trade
Assignment 4.1 Buy/Sell Mini-game
Assignment 4.2 Start a simple Custom Play game. Use Volcube Market Mentor to give you advice on pric
Assignment 4.3 Watch Blitz Video #3 : The difference between theoretical and market value
Exercise 4
5. Managing option risk : the Greeks
What are the Greeks?
Delta, vega, theta and gamma
Assignment 5.1 Play a Level 1 game. Enter a quote response and make a trade. Analyse your risk.
Assignment 5.2 Use Market Mentor to give you advice about option risk.
Exercise 5
6. Understanding Implied Volatility
What is implied volatility?
Implied volatility and the price of options
Assignment 6.1 Play the vega/vol/value mini-game
Assignment 6.2 Play a Level 1 game. Aim for good pricing accuracy.
Exercise 6
7. Trading options and volatility
Trading implied volatility via options
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