best structure to exploit flat skew

Discussion in 'Options' started by Baozi, Jul 17, 2019.

  1. Do you know of any website where it is possible to scan options or stocks and indexes according these combos of volatility and skew?
     
    #11     Jul 27, 2019
  2. Robert Morse

    Robert Morse Sponsor

    #12     Jul 27, 2019
    Aged Learner likes this.



  3. Not aware of any service that monitors these opportunities. If you find something out there please share.

    i keep track of these combos on an intraday and historical basis for the products I trade. Something that scans the universe for these conditions would be really valuable.
     
    #13     Jul 27, 2019
  4. Baozi

    Baozi

    my scanner (ok I admit, is not really that much optimized) takes around 2-3 minutes to scan all the possible combos for one product. I cannot imagine how long it would take to scan an entire market, let alone all markets..
     
    #14     Jul 27, 2019