Playlist: optionslab

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Options Lab webinar: Q3 market review — #SaxoStrats
Georgio Stoev
05 October 2017 at 9:38 GMT
FX Options webinar: Touch Options
Dan Larsen
20 September 2017 at 9:54 GMT
Options Lab webinar: How to create and analyse option trades
Georgio Stoev
14 September 2017 at 12:21 GMT
Options Lab webinar: Trading spreads using VIX options
Georgio Stoev
07 September 2017 at 8:10 GMT
OptionsLab: SPX and RUT Index Option Spread Trading
Georgio Stoev
10 August 2017 at 11:09 GMT
Options Lab webinar: Q2 US market review — #SaxoStrats
Georgio Stoev
13 July 2017 at 13:46 GMT
OptionsLab webinar: OPEC meeting — #SaxoStrats
Georgio Stoev
29 May 2017 at 9:36 GMT
Video / 12 October 2017 at 9:56 GMT

OptionsLab webinar: Spreads: "Mechanics and motivation" — #SaxoStrats

Georgio Stoev
Gary Delany returns returns to the OptionsLab and reveals the mechanics and motivation behind trading spreads. He discusses these topics with Saxo Bank's Product Manager for Futures and Listed Options Georgio Stoev.

See the webinar calendar and archive here.
Market Predator Market Predator
Nice session Gery&Georgio. In fact content of WOW13 but it's fine, repetition is mother of learning. In 53-th min. of recording is info about new products (European Options, Futures Options) applied in the future into GO. Will there be also in the future possible to implement Options to Crypto currencies and crypto itself? It's extremely interesting segment of Market now. I'd like to buy PUT on Bitcoin :)
Georgio Stoev Georgio Stoev
Hi MP- yes we need to go backwards in order to move forward sometimes, the audience is different every time. EU-style options and Futures options are already available in GO but not in a combo ticket, that's next year.
LOL on BTC- the CBOE has requested an approval with the CFTC to list futures on BTC and if anyone can bring liquidity to the market that would be them. Options will follow at some point after.
Market Predator Market Predator
Thanks Georgio, it's clear.
Georgio Stoev Georgio Stoev
I meant to say - EU -listed.


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