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Options Jive - March 27, 2024 - Defining Skewness With IV and Delta
Currently unavailable
Options Jive - March 27, 2024 - Defining Skewness With IV and Delta
ratings:
Length:
10 minutes
Released:
Mar 27, 2024
Format:
Podcast episode
Description
Tom Sosnoff and Thomas Preston examines options trading skewness and its relationship with implied volatility (IV) and Delta, demonstrating its effect on asset tail risk. A study on 16 delta strangles reveals that higher VIX levels correlate with reduced negative skewness and better P&L outcomes, especially during high IVR periods, underscoring IVR's significance in profitable options trading. The discussion concludes with an update on market trends, including commodities and cryptocurrencies performance.
Released:
Mar 27, 2024
Format:
Podcast episode
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