Options Volatility Trading: Concepts and Strategies – Quantra

Course Overview

Looking to explore the world of options volatility trading? This course has got you covered! Dive into topics like options Greeks, volatility estimators (Garman-Klass and Parkinson), GARCH modelling, and analysing PnL distribution for popular strategies like straddles and strangles. With a hands-on capstone project and a live trading template, you’ll gain practical experience applying these concepts in real-life scenarios. Join us on this options volatility trading journey today!

Live Trading

• Recall and differentiate between risk and edge in options trading.
• Explain the concepts and characteristics of options Greeks, including Delta, Theta, Rho, Vega, and Gamma.
• Demonstrate an understanding of volatility estimation techniques, including close-to-close, Parkinson, and Garman-Klass estimators.
• Explain the GARCH model and its application in forecasting volatility.
• Apply Monte Carlo simulation to estimate the profit and loss (P/L) distribution of straddle and strangle options positions.
• Backtest and evaluate a volatility-based options trading strategy using historical data.
• Utilise capstone project and live trading templates to implement learned concepts in real-world trading scenarios.

Skills Covered

Strategies

• GARCH Model-based strategy
• VIX-based Straddle

Concepts & Trading

• Options Greeks
• Volatility Estimation
• GARCH
• Monte-Carlo Simulation

Python

• Pandas
• Numpy
• Matplotlib
• Mibian
• Scipy

Learning Track 7

This course is a part of the Learning Track: Quantitative Trading in Futures and Options Markets Enroll to the entire track to enable 30% discount.

Foundation

• Options Trading Strategies In Python: Basic

Beginner

• Futures Trading: Concepts & Strategies

Intermediate

• Options Trading Strategies In Python: Intermediate
• Systematic Options Trading
• Trading using Options Sentiment Indicators

Advanced

• Options Trading Strategies In Python: Advanced
• Options Volatility Trading: Concepts and Strategies

Course Features

• Faculty Support on Community
• Interactive Coding Practice
• Capstone Project Using Real Market Data
• Trade and Learn Together
• Get Certified

Prerequisites