Valuing Options, Moneyness, and Pricing Models
Many factors affect the premium of an options contract, and it’s important for investors to understand the primary inputs that affect an option’s value. OIC instructor Ken Keating will discuss the components of option prices.
Session topics will include:
- Intrinsic value and extrinsic value (time value)
- In-the-money, at-the-money and out-of-the-money contracts
- Implied volatility
- Pricing models, such as Black-Scholes and Cox-Ross-Rubinstein
Save your spot today to secure your recorded replay and ask Ken questions live!
November 19th, 3:30pm Central Time