406Course · Professional

Options

Contingent claims, priced.

The Course

Options are contingent claims — the right, not the obligation, to transact. This course teaches the instrument, the greeks, and the defensible household uses.

You will finish able to structure a hedge for a real position and defend the choice in writing.

Outcomes
  • 01

    Read an options chain.

  • 02

    Explain Black-Scholes at an intuitive level.

  • 03

    Structure a defensible hedge.

Prerequisites
  • Program II — Investing.
Pacing

1–2 weeks · ~5 hours plus the Assignment.

  • IModule · ~1.5 hours.

    The instrument

    Right, obligation, and expiration.

    Calls and puts and the four fundamental positions.

    What You Will Be Able To Do
    • Draw the four payoff diagrams.
    • Explain the greeks intuitively.
    • State the four fundamental positions.
    Why here

    Every complex options structure decomposes into these four.

    1. 01Calls and putsArticle12m
    2. 02The greeksVisuals8m
  • IIModule · ~2 hours.

    Pricing

    The theory, and its assumptions.

    Black-Scholes is the working theory. Its assumptions are as important as its formula.

    What You Will Be Able To Do
    • State the five inputs.
    • Explain the assumptions.
    • Distinguish implied from realized volatility.
    Why here

    The theory decodes what the market is charging.

    1. 01Black-Scholes, intuitivelyArticle12m
    2. 02Implied vs. realized volatilityArticle12m
  • IIIModule · ~1.5 hours plus the Assignment.

    Strategy

    What options are actually for.

    The defensible household strategies — covered calls, protective puts, collars.

    What You Will Be Able To Do
    • Structure a covered call.
    • Structure a protective put.
    • Design a collar for a concentrated position.
    Why here

    These three strategies handle 90% of legitimate household options use.

    1. 01Covered calls, protective puts, collarsArticle12m
    2. 02Assignment: Structure a hedgeAssignment60m
A Note from the Faculty

Options are tools, not lottery tickets. Households that treat them as tools do well.