This article studies how to utilize the TV documentary “History Special Episode 98: Speculation Began Then - Rice Fever”(강성훈, 김근라, 2012), the movie “Default”(최국희, 2018), and the movie “Rogue Trader”(Dearden, 1999) in undergraduate major class on financial derivatives at university. The paper discusses the adequacy of these videos for undergraduate major education on financial derivatives and suggests how to utilize them in class in detail. The documentary “History Special Episode 98: Speculation Began Then - Rice Fever”(강성훈, 김근라, 2012) shows, along with historical events, core contents on futures in undergraduate major class on financial derivatives by illuminating the overheated speculation in rice futures in Korea around the end of the Korean Empire and the beginning of the Japanese colonial era. Thus, we suggest firstly delivering lectures on futures, secondly showing the whole part of this video to students, thirdly relating the video contents with the lecture contents, and finally solving a computation problem reflecting the situation at that time in class. The movie “Default”(최국희, 2018) shows a successful fictitious speculation by Yoon, a fictitious character, in European put options on the KOSPI 200 index around the 1997 financial crisis in Korea. Thus, we suggest firstly explaining the concepts of European options, speculation trades in them, and their pricing theories, secondly showing students an approximately 27-minute long edited clip of this movie regarding Yoon’s speculation, thirdly relating the movie contents with the lecture contents, and finally replicating Yoon’s European put option speculation with actual data at that time and the Black and Scholes(1973)-Merton(1973) model in class. The movie “Rogue Trader”(Dearden, 1999) deals with the bankruptcy of Barings Bank in 1995 encompassing a great part of the main contents on futures and options in undergraduate major class on financial derivatives. Thus, we suggest using this movie as a comprehensive review material for the entire semester-long class contents by explaining concepts in movie not discussed in class and relating the lecture contents with the movie contents after showing students the entire movie at the end of the semester.