Market Measures - October 6, 2020 - The Skew Ratio of Puts To Calls

published 2 weeks ago by tastytrade, Inc.

Skew is a dynamic metric that is sometimes considered through the lens of a ratio; we can compare put price to call prices at the 16 delta level. This skew ratio can be used to give context to amount of opportunity that exists at the 1SD level. Tod...

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