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September 10, 2010, 03:33:39 AM
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Options Volatility Skew
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Topic: Options Volatility Skew (Read 175 times)
Antihero1776
Newbie
Posts: 2
Options Volatility Skew
«
on:
March 11, 2010, 01:38:07 PM »
Hi,
How to I put the Options Volatility Skew on a chart for OTM PUTs and ATM Calls with
Between 10 days and 60 days left before expiration?
OTM Puts = Strike (Price/Stock) Price Ratio between .80 and .95
ATM Calls = (Strike Price/Stock) Price Ratio between .95 and 1.05
Options Volatility Skew = Volatility of OTM Puts – Volatility of ATM Calls
Can Options Oracle even do something like this? Any other tools recommend?
Thanks!
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