{"id":240706,"date":"2026-03-25T12:16:33","date_gmt":"2026-03-25T16:16:33","guid":{"rendered":"https:\/\/ibkrcampus.com\/campus\/?post_type=webinars&#038;p=240706"},"modified":"2026-05-27T12:22:41","modified_gmt":"2026-05-27T16:22:41","slug":"options-in-elevated-volatility-regimes","status":"publish","type":"webinars","link":"https:\/\/www.interactivebrokers.com\/campus\/webinars\/options-in-elevated-volatility-regimes\/","title":{"rendered":"Options in Elevated Volatility Regimes"},"content":{"rendered":"\n<p>Elevated volatility can change how options behave. Time compresses, Greeks accelerate, and identical price moves can produce very different outcomes depending on option duration. This session focuses on understanding why options feel different in volatile markets, and how to frame risk when volatility and time dominate pricing.<\/p>\n\n\n\n<p>Through clear visuals and practical examples, the presentation examines how shorter-dated options and daily expirations have concentrated sensitivity near expiration. Attendees will explore how gamma, vega, delta, and theta evolve as time runs out, and why at-the-money options become increasingly reactive during volatile periods.<\/p>\n\n\n\n<p>The goal is not trade selection, but risk awareness. Participants leave with a stronger framework for interpreting option behavior and managing expectations when markets move fast.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Elevated volatility changes how options behave. Time compresses, Greeks accelerate, and identical price moves can produce very different outcomes depending on option duration. 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