Events / Workshop
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Derivatives & Risk Masterclass

A full day on options books, Greeks and margin under stress.

22 Sep 2026Trident, Nariman Point, Mumbai4.7/5 · 96 reviews

About this event

A working session, not a lecture. Bring a laptop: you will build and stress a live options book, walk the Greeks through a volatility shock, and reconcile margin under SPAN and portfolio margining. Capped at 60 seats so every desk gets floor time.

DerivativesRiskOptionsMargin

Date & Time

22
SEPT
Tuesday
9:00 am · 22 Sep 2026

Venue & Location

Trident, Nariman Point

Mumbai, India

Agenda

09:30
Book construction
Building a delta-neutral book from scratch.
11:30
The Greeks under shock
Vega, gamma and the day the vol surface breaks.
14:00
Margin mechanics
SPAN vs portfolio margining, reconciled line by line.
16:30
Open desk
Bring your own book, get it torn apart.

Speakers & Panelists

S
Sameer Park
Quant Lead, Ridgeline Trading
A
Ananya Bose
Head of Risk, Sabre Securities

Event Organizer

Dalal Street Quant Collective ✓ Organizer Verified
On VIA Capital since 2021

VIA Capital's Role

VIA Capital is a discovery and listing platform for financial-market events. We are not the organizer of this event unless explicitly stated above, and we don't process the registration payment, issue the ticket, or control the organizer's registration process. The organizer is responsible for the event and for the external registration flow linked from this page.

Reviews

4.7
★★★★★
96 reviews
₹8,900
Trident, Nariman Point

Disclaimer

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