Volatility and Skew

Discussion in 'Options' started by MarkSebastian, May 20, 2011.

  1. How deep into IV do you guys get when you trade? Are you using skew and term structure or just using 30 day IV or something along those lines? Do you guys ever use skew at all, the more I look the more I do not see people paying attention to this.

  2. Deep, v v deep
  3. sonoma


    Sure. It's not the only factor, but you can take advantage of certain circumstances that happen occasionally. Then there are the discrepancies that occur only once a decade that you have to look at.

    Then they're missing out.