A steep implied volatility skew in ABC options means that the outof- the-money (puts) (calls) trade at

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A “steep implied volatility skew” in ABC options means that the outof-

the-money (puts) (calls) trade at a much higher implied volatility than the out-of-the-money (puts) (calls).

LO.1

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Option Spread Strategies Trading Up Down And Sideways Markets

ISBN: B003O2SXRI

1st Edition

Authors: Anthony J Saliba ,Joseph C Corona ,Karen E Johnson

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Question Posted: Jul 19, 2024 07:03 PM

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A steep implied volatility skew in ABC options means that the outof- the-money (puts) (calls) trade at

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Option Spread Strategies Trading Up Down And Sideways Markets

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