Skew High Vol vs Low
Released Friday, 20th January 2023
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Skew High Vol vs Low
Skew High Vol vs Low
Friday, 20th January 2023
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Since 1987, volatility skew has been the market's way of anticipating large downside moves. Delta neutral premium sellers must therefore place put strikes further OTM than call strikes. Today, Anton and Tony explore how much further they should expect, and examine how this varies with implied volatility.
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It's not always easy to take the measure of a market, whether you've been trading for a day or a decade. On this segment we look under the hood—options probabilities, volatility, trading strategies, futures, you name it—so your trading mechanics are built to manage more winners.Join Podchaser to...
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