The Taming of the [Option] Skew
IBKR Podcasts
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The Role of Regime Changes in Options Prices
Looking at it over 10, this seems like there's really three or four main factors that can affect the skew price. If you're in a certain circumstance where you think that there has been some sort of regime change, as it were, that is theoretically regime change. And then again, like we said, prices of options and implied volatilities of those options are linked, and thus it's going to change the skew or the way the skew looks for those options.
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