Commodity Options Part 3

ZISHI

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CO₂ prevented 1.08 kg

Delivered on behalf of ICE, this virtual course is aimed at delegates who have completed Parts 1 and 2 of Commodity Options. The live sessions are led by experienced traders and trainers who engage to bring theory to life through real-world insight to the options markets. The aim of this program is to explore and apply the advanced level concepts and tools of the Commodity Options markets. We draw on markets that are representative for all delegates to ensure relevance to every situation. This is the third and final part of a series of three modules in the Commodity Options Series.

Skills

Commodity Options

Learning Objectives

Master foundational and advanced principles of option pricing and volatility, including intrinsic vs time value, put-call parity, delta, and the role of volatility in option pricing models and trading decisions.
Interpret implied volatility across asset classes, using statistical and probability-based frameworks to assess market expectations over various time horizons (annual, monthly, weekly).
Understand volatility skew and its practical implications, including the psychological drivers behind skew, how it manifests across different contracts, and tools to monitor it such as ICE Option Analytics.
Explore the mechanics of option market-making, with a focus on delta hedging, gamma risk management, and how volatility and gamma are traded by professionals in real-world option markets.
Apply advanced option trading strategies and manage portfolio risk, including constructing complex spreads, using heuristic rules, analysing portfolio Greeks, and utilising what-if scenario tools to evaluate risk-return profiles.

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