Options skew refers to the phenomenon where options with the same expiration date but different strike prices have varying implied volatilities (IV). This difference in IV reveals market sentiment, risk perception, and demand for options at specific strike prices. Knowing
Options skew refers to the phenomenon where options with the same expiration date but different strike prices have varying implied volatilities (IV). This difference in IV reveals market sentiment, risk perception, and demand for options at specific strike prices. Knowing
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