The Taming of the [Option] Skew
IBKR Podcasts
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How to Measure SKU
The call SKU, the put SKU or both can be measured in a couple of different ways. One way is to look at what that actual like and keep in mind we're talking about difference between two options priced in the same month. The other thing people do is they tend to look at that as a price and track that over time. It's not built into the way that options are priced necessarily, but most of the time that's how it works.
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