It's been my pleasure to give an introductory presentation/course on options and volatility to a select group of students at Queen's University.Download the slide deck here.Main discussion points:The basics: forward pricing theory, quanto vs. local forwardsAlternatives to the Black-Scholes modelSkew and term structurePut-Call ParitySensitivities ("Greeks")The GME gamma squeezeVIX, VSTOXXCorrelation & basket optionsThe key to learning [...]