The 5-Day Intensive Options on Futures & Volatility Trading Course is designed for traders and professionals who want to achieve mastery in options pricing, market microstructure, volatility dynamics, and portfolio risk management. Whether you’re an independent trader, institutional participant, or aspiring professional, this program delivers the tools and frameworks needed to trade options on futures with confidence.
Day 1 – Foundation Day
The course begins with a structured foundation to ensure every participant is equipped with the essential knowledge before diving deeper into advanced strategies.
You will cover:
The concept of price and market microstructure.
How the Options on Futures market works.
Key futures exchanges: CME, EUREX, ICE – their unique structures and functions.
The first-order Greeks and how they impact positions.
Option valuation methods and real-time position monitoring.
Building the right setup and trading tools.
A complete glossary and jargon breakdown to ensure fluency in professional terms.
By the end of the foundation day, you will be fully prepared to progress into more advanced topics with clarity and confidence.
Days 2–5 – Deep Dive into Options & Volatility
The following four days are an intensive exploration of the mechanics of options on futures, advanced strategies, and real-world portfolio management practices.
Topics include:
Spreads & Strategies: Building structured trades and understanding payoff dynamics.
Pricing Models: Black & Scholes, Binomial Trees, and their practical use.
Market Maker Insights: Understanding their role vs. your role as a trader.
Volatility & Skew: Path trading, risk reversals, butterflies, and skew trading strategies.
Dynamic Hedging & Position Risk: How to adapt to market changes.
Greeks in Depth: Beyond the basics – 2nd order Greeks (Vomma, Charm, Vera, Dvega, DeltaTime) and 3rd order Greeks (Color, Speed, Ultima, Zomma).
Cross Greeks & Correlation Sensitivity: Managing exposure across multiple instruments.
The Volatility Surface & Diffusion Models: Dynamic replication, jump diffusion, and volatility forecasting.
Portfolio Management: Running an options book, cross-asset risk controls, and finding value opportunities.
Regulatory & Risk Compliance: CME rules, position margins, FCM span risk calculations, and CFTC obligations.
What-If Planning & Scenario Modeling: Testing portfolio resilience under different market conditions.
Outcome of the Course
By the end of this 5-day program, you will:
Understand all variables that influence option pricing.
Be equipped to manage complex options portfolios.
Gain confidence in modeling risk and “what if” scenarios.
Learn how to evaluate volatility surfaces and trading opportunities.
Have the skills to operate like a professional in the options on futures markets.
This course is not just about theory—it provides actionable strategies and professional insights that you can immediately apply to real-world trading.
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