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Self-Taught Quant (guest: Harel Jacobson)

The Market Huddle

CHAPTER

What Is Skew?

The skew tells you basically what the implied volatility across strikes and not expiry. So let's say inequities usually inequities we have a negative skew meaning that puts our price at a higher volatility than the course. Why? Because everybody wants to buy protection against a drop inequities and not move higher inequities. Makes sense, right? Because we all we all own equities.

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