(function(){
var CN = 'menthorq_utm_params';
var LK = 'menthorq_utm_params';
var UK = ['utm_source','utm_medium','utm_campaign','utm_term','utm_content','utm_id'];
var CK = ['gclid','fbclid','msclkid','ttclid','twclid'];
var CD = 30;
var AK = UK.concat(CK);function sC(n,v,d){var e=new Date(Date.now()+d*864e5).toUTCString();var c=n+'='+encodeURIComponent(v)+';expires='+e+';path=/;SameSite=Lax';if(location.protocol==='https:')c+=';Secure';document.cookie=c;}
function gC(n){var m=document.cookie.match(new RegExp('(?:^|; )'+n+'=([^;]*)'));return m?decodeURIComponent(m[1]):'';}
function sv(d){var j=JSON.stringify(d);sC(CN,j,CD);try{localStorage.setItem(LK,j);}catch(e){}}
function hk(o){if(!o)return false;for(var i=0;i<AK.length;i++)if(o[AK[i]])return true;return false;}
function nm(d){if(!d)return null;if(d.first)return d;if(hk(d))return{first:d,last:d};return null;}
function ld(){var r=gC(CN);if(r){try{var n=nm(JSON.parse(r));if(n)return n;}catch(e){}}try{var s=localStorage.getItem(LK);if(s){var n=nm(JSON.parse(s));if(n)return n;}}catch(e){}return null;}
function mg(p,n){var o={};if(p)for(var k in p)o[k]=p[k];for(var k in n)o[k]=n[k];return o;}var ps = new URLSearchParams(window.location.search);
var fd = {}, has = false;
for (var i = 0; i < AK.length; i++) {
var v = ps.get(AK[i]);
if (v) { fd[AK[i]] = v; has = true; }
}// Click-ID synthesis: when only a click-id is present (no utm_source), derive
// utm_source/utm_medium so downstream analytics groups under the right channel.
var SY = {
gclid: ['google', 'cpc'],
fbclid: ['facebook', 'cpc'],
msclkid: ['bing', 'cpc'],
ttclid: ['tiktok', 'cpc'],
twclid: ['twitter', 'cpc']
};
if (has && !fd.utm_source) {
for (var sk in SY) {
if (fd[sk]) { fd.utm_source = SY[sk][0]; fd.utm_medium = SY[sk][1]; break; }
}
}if (has) {
fd.captured_at = new Date().toISOString();
var ex = ld();
// Last-touch: merge new fields ON TOP of previous last (preserva campi pregressi)
var newLast = ex && ex.last ? mg(ex.last, fd) : fd;
// First-touch: se ex.first ha almeno un UTM, e' completo e sticky.
// Se ex.first esiste ma e' click-id-only (orphan), completa con i campi nuovi.
// Se ex.first non esiste, usa fd come first.
var newFirst;
if (ex && ex.first) {
var firstHasUtm = false;
for (var i = 0; i < UK.length; i++) if (ex.first[UK[i]]) { firstHasUtm = true; break; }
newFirst = firstHasUtm ? ex.first : mg(ex.first, fd);
} else {
newFirst = fd;
}
sv({first: newFirst, last: newLast});
return;
}var raw = gC(CN);
if (raw) {
try {
var p = JSON.parse(raw);
if (!p.first && hk(p)) sv({first: p, last: p});
} catch(e) {}
return;
}try {
var s = localStorage.getItem(LK);
if (s) { var n = nm(JSON.parse(s)); if (n) sv(n); }
} catch(e) {}
})();
var breeze_prefetch = {"local_url":"https://menthorq.com","ignore_remote_prefetch":"1","ignore_list":["/account/","/login/","/thank-you/","/wp-json/openid-connect/userinfo","wp-admin","wp-login.php"]};
//# sourceURL=breeze-prefetch-js-extra
This course is designed to equip retail investors with the knowledge and tools necessary to navigate the complexities of options trading, enabling them to make informed decisions and enhance their investment portfolios.
Options are a crucial component of the derivatives market, providing investors with flexibility, leverage, and risk management capabilities. The market has evolved over the past five years and to be a successful trader you need to evolve and understand what are the forces that drive the market today.
Because of the increased volume of options and leverage that comes with it, a trader cannot afford to ignore these flows like before. Options volumes have become one if not the key flow that is responsible for certain price action. Understanding it will make you a better risk manager and a more successful trader.
Course Objectives
Introduction to Derivatives: Understand the basics of derivatives, including futures, forwards, swaps, and options
Deep Dive into Options: Learn about different types of options (calls and puts), their valuation, and various trading strategies
Market Analysis: Gain insights into market behavior and how options can be used to hedge risks or speculate on market movements
Practical Applications: Engage in real-world scenarios and case studies to apply theoretical knowledge to practical situations
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