Certified Options Trader

TABLE OF CONTENT

 Introduction

•  Indian Derivatives Market: An Overview    
•  What are Derivatives?
•  Evolution of Derivatives Market
•  Types of Derivatives

 Understanding Options

•  Options: An Overview
•  Types of Options
•  Advantages of Options
•  Trading System
•  Procedure for Margin Collection
•  Types of Orders
•  Settlement Schedule for Option Contracts
•  Settlement Mechanism
•  Writing of Options

 Option Trading

•  Market-wide Limits

 Price Index

•  What is Index?
•  Eligibility Criteria of Indices
•  Construction of Index
•  Desirable Attributes of an Index

 Pricing Of Options

•  Black-Scholes Option Pricing Model
•  Pricing of Equity Options
•  Pricing of Options on Dividend Paying Scripts
•  Binomial Model of Option Pricing
•  Pricing of Binomial Put Option
•  Binomial Multiple Period Model

 Strategic Derivative Tools

•  Put-call Parity
•  PC Ratio
•  Weighted PC Ratio
•  Volume PC Ratio

 Tools to Measure Market Sentiment

•  Volatility

 Types of Volatility

•  Estimating Volatility
•  Estimating Historical Volatility
•  Factors Affecting the Computation of Historical Volatility
•  Implied Volatility
•  Volatility Smile
•  GARCH
•  Impacts of Implied Volatility and Underlying Asset Price on Purchase of Options
•  Volatility Trading
•  NSE Volatility Index
•  Behavioral Study of Nifty Options Distress
•  Impacts of Events on Volatility-A Case Study
•  Comparative Study of the Behavior of Nifty and IT Stocks During an Event
•  Impact of Quarterly on Stock Futures
•  Volatility Skew
•  Stochastic Volatility
•  Volatility Arbitrage
•  Volatility Change

 Option Greeks

•  Delta
•  Gamma
•  Vega
•  Theta
•  Rho

 Option Trading Strategies

•  Advantages of Strategies
•  Buying Put Option
•  Bear Spread with Puts
•  Long Put Ratio Spread
•  Bear Spread with Call
•  Synthetic Short
•  Short Put Ladder
•  Long Combo
•  Long Call Christmas Trees
•  Short Put Albatross
•  Short Straddle versus Put
•  Short Strip with Calls
•  Long Guts
•  Long Call Ladder
•  Long Iron Butterfly
•  Long Put Spread versus Short Call
•  Basic Option Strategies
•  Trading Strategy Adopted by Nick Leeson
•  Short Straddle
•  Long Straddle
•  Covered Call Writing
•  Probability
•  Spread Trading
•  Contango and Backwardation
•  Trading Strategies with Long -Term Options
•  Portfolio Hedging by Call Writing Portfolio Hedging Through Delta Hedge
•  Diagonal Spread

 Market Information

•  Introduction

 Risk In Derivatives

•  Risk in Options
•  Is Writing Options a High Risky Strategy?
•  Classification of Risks
•  Elimination of Market Risk through Hedging

 Accounting And Taxation Of Option Trading

•  Accounting Norms for Equity and Index Options
•  Charges in F&O Segment
•  Taxation of Derivatives
•  Income Tax

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