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YouTubetastylive
Volatility Skew Is Quietly Changing Every Spread You Put On
Same distance out of the money on the put side and the call side. You would expect the same credit. You are not getting it. The reason is volatility skew and most options traders have never thought about it. Jim Schultz breaks it down in under a minute. The implied volatility across an option chain is not static. It changes as you move out of ...
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