Volatility Skew

Volatility Skew

In this video, Imran explains an important concept in equity volatility trading known as SKEW. He further talks about the main reasons of it's existence in equity markets and how combining skew and term structure allows us to construct the 3D volatility surface. Finally, he introduces the concept of dynamic Greeks, which are often the consequence of a large skew position.

Join now to watch

Our videos are only available to subscribers. Access this and 100s of other videos by signing up.