How to Run Theoretical Option Values: Compare Market Prices and Spot Opportunities

Описание: 📊 Market Chameleon Webinar | How to Use Theoretical Option Values to Find Trading Opportunities

In this webinar, we dive deep into how traders can use Market Chameleon’s Option Chain tool to calculate theoretical option values and compare them to real-time market prices. This powerful analysis technique helps identify mispriced options, evaluate volatility assumptions, and uncover potential trading opportunities.

🔍 Key Takeaways:

Understand the difference between market price and theoretical value using option pricing models like Black-Scholes and binomial.

Learn how to manipulate implied volatility assumptions to generate custom theoretical valuations.

See how green/red visual indicators help highlight options that are underpriced or overpriced relative to model expectations.

Analyze volatility skew by applying a flat volatility curve and comparing it to the market’s implied volatility structure.

Use Market Chameleon’s tools to assess fair value, identify skew, and make more informed trading decisions.

🎓 Whether you're a new options trader or a seasoned professional, this session will show you how to use theoretical value as a powerful starting point in your analysis and why it’s critical to look beyond market bid/ask prices when assessing opportunities.

🔧 Tool Featured in This Webinar:
👉 Market Chameleon Option Chain for SPY

📈 Topics Covered:

What is theoretical value vs. market price?

Why valuation models are essential in trading

How to apply best-fit, custom, and historical volatilities

How to spot undervalued/overvalued options

How to assess implied volatility skew

How theoretical value supports smarter trading decisions

🧠 Pro Tip: Theoretical valuation is a starting point, not an endpoint. Always combine it with further research and market insight before executing trades.

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📢 Financial Disclosure:
This content is for informational and educational purposes only. It is not intended as investment advice or a recommendation to buy or sell any security, derivative, or financial instrument. Market Chameleon is not a registered investment advisor. All trading involves risk. Always consult with a licensed financial professional before making any investment decisions.

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