“Deeper OTM Puts are considered as ‘most expensive’ options”: What Does This Really Mean?

In my post “ Volatility Smile and Volatility Skew – Part 1 ”, it is mentioned a… Selengkapnya » “Deeper OTM Puts are considered as ‘most expensive’ options”: What Does This Really Mean?

Volatility Smile and Volatility Skew – Part 5: Strike Skew vs. Time Skew

Go Back to Part 4 : Volatility Smile and Skew Implications Strike Skew vs. Time… Selengkapnya » Volatility Smile and Volatility Skew – Part 5: Strike Skew vs. Time Skew

Volatility Smile and Volatility Skew – Part 4: Implications

Go Back to Part 3 : Why Volatility Smile and Skew Happen . Implications of Vola… Selengkapnya » Volatility Smile and Volatility Skew – Part 4: Implications

Volatility Smile and Volatility Skew – Part 3: Why Volatility Smile and Skew Happen

Go Back to Part 2 : Understanding Volatility Smile & Volatility Skew Why Do… Selengkapnya » Volatility Smile and Volatility Skew – Part 3: Why Volatility Smile and Skew Happen

Volatility Smile and Volatility Skew – Part 2: More Understanding

Go Back to Part 1 : Description What Do Volatility Smile and Volatility Skew Me… Selengkapnya » Volatility Smile and Volatility Skew – Part 2: More Understanding

Volatility Smile and Volatility Skew – Part 1: Description

Previously, we’ve talked a bit about Volatility Smile and Volatility Skew in th… Selengkapnya » Volatility Smile and Volatility Skew – Part 1: Description