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The Taming of the [Option] Skew

IBKR Podcasts

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How to Use Skew to Analyze Markets

There's not one prototypical skew for all of those products that you just mentioned. Each product generally has its own kind of history of skew and it's, it's kind of individually based around the product itself. Commodities actually explode to the upside and stair step down to the downside. You'll see that play out in how the options are priced in regard to higher implied volatilities.

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