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Advanced Options Volatility Trading: Strategies and Risk Management

808 Learners
12 Hours
Dive into advanced options volatility concepts with practical applications and focus on risk management. Learn to calculate IV skew, IV rank, and skew rank. Develop entry and exit rules using machine learning and volatility properties. Create and backtest various trading strategies, including straddles and calendar spreads. Analyse trades and strategy performance. Explore risk management for options portfolios using Greeks like delta and gamma.
Level
Advanced
Author
QuantInsti®
Price Lifetime Access Limited Time Offer

₹13500/-₹53999/-

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  • Live Trading
  • Learning Track
  • Prerequisites
  • Syllabus
  • About author
  • Testimonials
  • Faqs

Live Trading

  • Comprehend the foundational aspects of trading options volatility, the role of options pricing models, and the relationship between IV and the price of an option.
  • Evaluate the concept of skew and mean-reversion in volatility. Calculate IV skew, IV rank, skew rank and delta neutral skew. 
  • Develop entry and exit trading signals by using volatility properties, using machine learning models or by exploiting volatility behaviour surrounding events such as FOMC meetings.
  • Design and backtest options trading strategies, including straddles and calendar spreads. Analyse performance and conduct trade-wise analysis.
  • Manage the risk of options portfolios using Greeks and implement risk management techniques, such as dollar-based risk management and delta hedging.
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Skills Covered

learning track 3

This course is a part of the Learning Track: Quantitative Trading in Futures and Options Markets

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Need help? Write to us at quantra@quantinsti.com or call us at +91 8450963428.

Course Features

  • Community
    Community

    Faculty Support on Community

  • Interactive Coding Exercises
    Interactive Coding Exercises

    Interactive Coding Practice

  • Capstone Project
    Capstone Project

    Capstone Project Using Real Market Data

  • Trade & Learn Together
    Trade & Learn Together

    Trade and Learn Together

  • Get Certified
    Get Certified

    Get Certified

Prerequisites

Fluency with Python, including Python libraries like Pandas, Numpy, and Matplotlib. Awareness of the basics of options, such as call and put options, option Greeks and a good understanding of financial markets. You can enrol for the ‘Python for Trading: Basic’ course on Quantra to attain a basic level of understanding of Python. You can also check our course on ‘Options Trading Strategies: Basics’ if you are not familiar with options.

Syllabus

about author

QuantInsti®
QuantInsti®
QuantInsti is the world's leading algorithmic and quantitative trading research & training institute with registered users in 190+ countries and territories. An initiative by founders of iRage, one of India’s top HFT firms, QuantInsti has been helping its users grow in this domain through its learning & financial applications based ecosystem for 10+ years.
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    Expert Faculty

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    Self-paced

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  • Data & Strategy Models
    Data & Strategy Models

    Get data & strategy models to practice on your own

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  • Philip CoreyPhilip Corey Mechanical Engineer,United States
    Hours and hours of classic content is delivered with videos, Jupyter notebooks, coding exercises, downloadable files and extra reading material. Quantra is worth the money!
  • Guillermina Amorin Guillermina Amorin International Trader,Argentina
    My learning at Quantra is always very satisfying. They have a very direct and practical way of teaching that allows me to acquire knowledge and practice. I am very happy to have found Quantra & QuantInsti!
  • Vartik Chobisa Quant Analyst,India
    All the foundational aspects for trading options at proprietary trading firms are covered.
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