Volatility II: Understanding Options Skew

Our understanding of skew has evolved significantly over time. Its persistence has had meaningful pricing implications that option investors should understand. During this rebroadcast from the OIC webinar program, OIC instructor Mat Cashman focuses on options skew - explaining the history and methods for conceptualizing, measuring, and trading around skew.

(10:25) - History of Options Skew
(15:05) - Definition of Skew
(24:20) - Positive, Negative or Smile Skew
(37:06) - Measuring and Tracking Skew