Abnormal Skew in Delta/Prob of OTM

No mate I only sell Options on high IV Stocks, they are usually at around the IV LvL that the AXSM is right about now

 

Dude, c'mon. Price the synthetic. And we have a file host here on ET. It's 2020.

 

The delta/ probabilty correlation is just that. A handy approximation. Certainly not accurate enough for back testing. I can't imagine anyone who is trading professionally use those percentages.

 

Can you elaborate on that? Call and Put ATM Prices are the same, how am I supposed to come to the scew if I price a synthetic Call/Put?

 

edeltapro.com only uses Delta for it's backtesting

 

lol. You're not. You're pricing the forward. Bye.

 

Who?

 

nvm be on your way

 

LOL. I worked in the SPX. I'm sure there are some people who know more about options on here, but not many. I told you pros don't use those calculations and you through up some BS website and pretend it means something. Best of luck.
Ignore.