The Taming of the [Option] Skew
IBKR Podcasts
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The History of Option SKU
Option SKU is all based on implied volatility levels. Implied volatility levels are kind of linked inexorably to prices of options. When the price of an option is going up, if you keep everything else relatively the same, the one thing that you can really surmise from the price of the option going up is that the implied volatility is probably going up as long as everything else is staying the same.
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