Skew/Smile Scanner or Ranker

Discussion in 'Options' started by Benthecat, Sep 27, 2008.

  1. dmo

    dmo

    Thanks MTE. I see you're talking about the time skew. Is there any way of scanning for strike skew as well?
     
    #11     Sep 28, 2008
  2. #12     Sep 28, 2008
  3. MTE

    MTE

    I'm not sure, you may wanna try the vol diff and searching for vertical spreads, for example. Since the market is closed now the scanner doesn't work so I can't say for sure, but I think it's worth a try.
     
    #13     Sep 28, 2008