28 min listen
137: The Ultimate Guide To Option Skew & Volatility Smile
137: The Ultimate Guide To Option Skew & Volatility Smile
ratings:
Length:
36 minutes
Released:
Aug 1, 2018
Format:
Podcast episode
Description
Show notes: http://optionalpha.com/show137 Implied volatility in option pricing is one of the most critical and yet least understood aspects of this business. Today show focuses on a deep dive into options skew and the volatility smile for both inter-month and intra-month option contracts. in addition, we'll talk very specifically about the impact of skew as expiration approaches and how Vega for near-term option contracts increases dramatically which can make it seem like option skew is predicting a huge move right before expiration - but is it really the case, and does this "predictive power" work in reality?
Released:
Aug 1, 2018
Format:
Podcast episode
Titles in the series (100)
OAP 026 : Wide Bid/Ask Spreads & Slippage Are Costing You $3,840 Each Year: You’ve often heard us talk about the important of trading liquid options until you are blue in the face right? In this session of The Option Alpha Podcast we’ll put a real dollar figure to this concept and show just how much “slippage” is... by The Option Alpha Podcast