the difference between commodities options,index, and equity options...

Discussion in 'Options' started by cdcaveman, Jan 27, 2013.

  1. does anyone have a direction i can go in.. to research.. or even some heuristics.. (rules of thumb) related to the the skew, term structure etc.. in commodities options..

    obviously there is a big difference.. as shocks send commodities up.. and generally i think of them as more jumpy and volatile.. but i'm sure some of you guys have some experience with trading options on commodities..

    another thought as well.. if the skew is higher on calls due to jumpes etc.. what are good strats for sellng skew in commodities options with limited risk..