Decoding the Flattening of Skew in High Volatility Markets
Why does a stock’s skew become flat when markets get volatile? If you’ve ever wondered how the shape of skew changes during turbulent times, this article will provide you with the answers.During periods of high volatility, a slope that is typically associated with skew tends to flatten out. As a result, the implied volatility difference […]
Normal Market Influencing Skew Serene Waters Volatility Markets High Volatility Markets Intense Price Swings
Source: hapblog.com