I have access to historical daily data from options and stock prices. I would like to get a picture of the cross section relating to the IV and...
One of the strategies I am experimenting is trading skew. One of the basic mehods is supposed to be a risk reversal for example. Any suggestions...
In theory skewness should decay with time since for long enough periods the distribution should become closer to normal. There is also an...
I am not sure if there is a proper name for this but I am thinking about rolling a straddle or any other strategy (fly etc) on the strike...
Let's say we are happy enough to use a long bfly as an alternative to a short straddle (ATM). For example we think ATM IV is very "rich" and we...
This is only a newb question so apologies if the answer is obvious: I'm playing with the option scanner and this is an example that stands out....
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