At the very least, what asset class are we talking about? Skew and spot/strike behaviours in equity, rates and FX will be completely different
Thanks for the reply, I am looking for information on Individual Equities and Equity Indices. I seem to have understood that for small price moves it tends to follow a sticky strike kind of shift while for large price movements it's more of a sticky delta (moneyness) move but I am not very clear on that and furthermore I would like to know what happens in real life while trading (and not as an academic exercise).
Hello guys! Unfortunately, I did not receive an answer to my question. It looks like the BRIC thread no longer exists. Is here anyone who could describe what was that strategy about? What does the abbreviation mean? BRIC - Back Ratio Iron Condor???