Pages: [1]
  Print  
Author Topic: Options Volatility Skew  (Read 175 times)
Antihero1776
Newbie
*
Posts: 2


View Profile Email
« 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!
Logged
Pages: [1]
  Print  
 
Jump to: