Quant Finance Bootcamp - Options Pricing and Market Volatility (Session 5)

by Quant Finance Club

Educational/Awareness Academic Career(s) Data Science Finance Open to All UGR Students Professional Development

Tue, Apr 15, 2025

1:45 PM – 2:45 PM EDT (GMT-4)

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JMHH F70

Jon M. Huntsman Hall, 3730 Walnut St, Philadelphia, PA 19104, United States

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Options	Sales Start	Sales End	Availability	Price
Option RSVP	Sales Start -	Sales End -	Availability Unlimited	Price FREE

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📊 Markets this week got your head spinning? Want to understand how options and volatility actually work? 📈

Join the Quant Finance Club for a concise yet impactful exploration of options pricing and market volatility on Tuesday, April 15th, from 1:45-2:45pm!

We’ll begin with the fundamental Black-Scholes model—understanding its assumption of constant volatility—and then contrast that with real-world market behavior, where sudden stock jumps and market fears create a volatility “skew.” This session equips you with the core concepts behind modern volatility trading, offering a solid foundation for further research or advanced trading strategies.

You will discover:
- Why investors pay extra for puts
- How the SPX index drives overall market sentiment
- How the VIX (“fear gauge”) works, and what a volatility "smile" is
- How VIX futures options volatility compares to the SPX

Dress Casual (jeans ok)

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Where

JMHH F70

Jon M. Huntsman Hall, 3730 Walnut St, Philadelphia, PA 19104, United States

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Quant Finance Club | Website | View More Events

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