Options skew refers to the difference in implied volatility (IV) across various strike prices or expiration dates for options on the same underlying asset. It reflects the market's perception of risk ...

With the exception of equities and credit, implied volatilities amongst the major asset classes remained steady w/w following ...

Implied volatilities declined across asset classes last week in a shortened holiday week. Oil volatility declined the most.

This analysis is by Bloomberg Intelligence Chief Global Derivatives Strategist Tanvir Sandhu. It appeared first on the Bloomberg Terminal. Equity volatility metrics, such as measures of skew and ...

Volatility trading is different from other types of trading, yet it can be a profitable form of playing the stock market for those interested in pursuing it. Everyday trading tends to focus on the ...

Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician (CMT). The share price of internet retail giant Amazon.com, Inc. (AMZN) has trended ...

Skew in options is the slope of the implied volatility of the strikes in an expiration month. Skew is constantly changing and can affect the value of options and spreads. Risk reversals and wide ...

In several recent articles for "Know Your Options" I've referred to implied volatility as it relates to the price of options that all expire at the same time. The aim has been to construct trades in ...