Comprehensive Commodity Options Programme

MCX and EduedgePro offer a two-day comprehensive programme on commodity options. The programme takes a detailed look at options fundamentals, pricing and sensitivities, option strategies using technical analysis, and algorithmic trading. Those who could benefit from the programme are options traders, analysts, consultants, market practitioners and commodity futures traders who would have an additional trading instrument at their disposal.

Venue: Ramada Plaza Palm Grove, Juhu, Mumbai; Date: Jan 20 and 21, 2017; Time: 9:30 a.m. to 5:30 p.m. Fee: Rs 20,000

DAY I

OPTION FUNDAMENTALS

In this module, we cover basic concepts on commodity options buying and selling, option market conventions, settlement mechanism for options, and concept of moneyness.

We further explore on how to analyze options chain and describe the various factors that affect option values. We also discuss on how to hedge by using options.


OPTION PRICING AND SENSITIVITIES

This module provides an introduction to commodity option risks. It further describes various factors that affect option premiums and risk sensitivities of these premiums.

We also explore the various pricing mechanisms and models for commodity options.


LONG OPTION STRATEGIES AND RISK PROFILES

There are various option strategies which can be used in various market conditions. In this module, we specifically explore various option strategies for executing a bullish view on the underlying commodity.

We discuss frameworks for arriving at payoff and PnL, breakeven points, reward-risk ratios for various bullish option strategies.


DAY II

SHORT OPTION STRATEGIES AND RISK PROFILES

Like long option strategies, short options strategies can be used effectively in appropriate market conditions. So, in this section, we explain various short option strategies.

We also look at frameworks for arriving at payoff and PnL, break-even points, reward-risk ratios for various bearish option strategies.


TECHNICAL ANALYSIS WITH OPTIONS STRATEGIES

In this section we explain important concepts on Technical Analysis. We also look at various strategies through Technical Analysis that could be employed in different market regimes.

Further, we use our analysis of Option strategies with Technical Analysis to discuss employable strategies in any market regime.


INTRODUCTION TO ALGORITHMIC TRADING

Algorithmic Trading has emerged as a cutting-edge tool among institutions to place automated trades.


In this section we introduce the basic dynamics of Algorithmic Trading, Life cycle ofAlgorithmic Trading and the scope of using option strategies through algorithms.

Tentative dates Location
February 10 and 11 Ahmedabad
February 17 and 18 Kolkata
March 3 and 4 Chennai
March 24 and 25 Delhi

For more details, contact certification@mcxindia.com

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