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Home > The Option Alpha Podcast > 137: The Ultimate Guide To Option Skew & Volatility Smile
Podcast: The Option Alpha Podcast
Episode:

137: The Ultimate Guide To Option Skew & Volatility Smile

Category: Business
Duration: 00:35:37
Publish Date: 2018-08-01 06:00:00
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? 

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