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Keeping it Simple | Ep.18: To Hedge or Not to Hedge... That is the Question

Keeping it Simple with Simplify Asset Management

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Is There a Skew Collapse?

Dean Obeidallah: There has been modest deterioration on the left-hand side. The distinguishing characteristic for the year-to-date, I would argue, has actually been the bid for the calls. He says people have gone to doing put threads as opposed to doing straight out puts. And equally important, some of the highest weighted stocks that had super high implied volatility are being reduced in their relative weighting across indices.

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