
Volatility Skew
外汇网2021-06-19 13:46:44
66
The difference in implied volatility (IV) between out-of-the-money, at-the-money and in-the-money options. Volatility skew, which is affected by sentiment and the supply/demand relationship, provides information on whether fund managers pfer to write calls or puts.Also known as "vertical skew".
A situation where at-the-money options have lower IVs than out-of-the-money options is sometimes referred to as a volatility "smile", due to the shape it creates on a chart (as above). In markets such as the equity markets, a skew occurs because money managers usually pfer to write calls over puts.

标签:
- 上一篇: Listed Option
- 下一篇: Seagull Option
随机快审展示
加入快审,优先展示
推荐文章
- 黑马在线:均线实战利器 8259 阅读
- 短线交易技术:外汇短线博弈精讲 3692 阅读
- MACD震荡指标入门与技巧 3828 阅读
- 黄金操盘高手实战交易技巧 4103 阅读
- 做精一张图 2973 阅读
热门文章
- 港币符号与美元符号的区别是什么啊? 23016 阅读
- 我国各大银行汇率为什么不一样啊? 13137 阅读
- 越南盾对人民币怎么算的?越南盾对人民币汇率换算方法是什么 9307 阅读
- 百利好环球欺诈,不给出金,无法联系。 8494 阅读
- 黑马在线:均线实战利器 8259 阅读