General Features of Options

What Options are, how the Options market is organized, and how contracts are traded.

QuantConnect Options API

How to use QuantConnect to start your Options trading algorithm.

Put-Call Parity and Arbitrage Strategies

Conversion and reversal arbitrage strategies with synthetic positions.

Stochastic Processes and Monte Carlo Method

How do contracts on exchanges are priced and where the Option premium comes from.

Options Pricing: Black Scholes Merton Model

Calculate the European call and put Option prices by using the BSM formula.

The Greek Letters

Their meanings, their implications on the pricing, and how to use them to hedge risks.

Historical Volatility and Implied Volatility

Their meanings, measurements, uses, and limitations.

Local Volatility and Stochastic Volatility

Defintions and calibrating model parameters.