Volatility and Skew

Presented by Montréal Exchange and The Options Industry Council

Date

Wednesday, August 19, 2020

Title

Volatility and Skew

Description

If you follow the financial markets, there’s no doubt you hear about volatility. Now here’s your opportunity to understand how it can impact your portfolio and how you can benefit when it changes. On Aug. 19, The Options Industry Council welcomes guest speaker Dan Passarelli, founder of Market Taker Mentoring, who will explain key concepts regarding volatility, including:

Historical volatility
Implied volatility
Vega
Volatility skew
Steepening skew and its effect on pricing

Ready to learn more? Sign up today, for free. Plus, registration means you’ll be able to watch the replay any time you want a refresher.

Time

Duration

4:30:00 PM ET

1 Hour

REGISTER NOW

First Name*

Last Name*

Email*

Company

Yes I agree to receive electronic communications from Bourse de Montréal Inc. in accordance with the Bourse de Montréal Inc.’s Privacy Policy, notably for promotional, marketing and other purposes, and understand that I can unsubscribe from such communications at any time.

Yes I agree to receive electronic communications from The Options Industry Council in accordance with OIC’s Privacy Policy*, for promotional purposes, and understand that I can unsubscribe from such communications at any time.

Comments

Please note that any information (including personal information) you may provide to Bourse de Montréal Inc. might be used to, among other reasons, learn about your needs and preferences, to inform you about new products and/or services offered by Bourse de Montréal Inc., and to answer your questions and enquiries, the whole in accordance with the terms and conditions of Bourse de Montréal Inc.’s Privacy Policy.

*OIC's Privacy Policy can be found here

Speakers:

Dan Passarelli

Dan Passarelli
President
Market Taker Mentoring

Dan Passarelli is an author, trader and former member of the Chicago Board Options Exchange (CBOE) and CME Group. Dan has written two books on options trading — “Trading Option Greeks” and “The Market Taker’s Edge.” He is also the founder and CEO of Market Taker Mentoring, Inc., a leading options education firm that provides online options education, options newsletters and personalized, one-on-one coaching for option traders. The company website is http://www.markettaker.com.

Dan began his trading career on the floor of the CBOE as an equity options market maker. He also traded agricultural options and futures on the floor of the Chicago Board of Trade (now part of CME Group).

In 2005 Dan joined CBOE’s Options Institute and began teaching both basic and advanced trading concepts to retail traders, brokers, institutional traders, financial planners and advisors, money managers, and market makers. In addition to his work with the CBOE, he has taught options strategies at the Options Industry Council (OIC), the International Securities Exchange (ISE), CME Group, the Philadelphia Stock Exchange and many leading options-based brokerage firms. Dan also contributes to financial media such as TheStreet.com, FOX Business News, Bloomberg Television, National Public Radio (NPR), and the CBOE blog. And he has a weekly featured video on CBOETV.