OBC 145: Let's Talk About Skew

28/07/2021 39 min Episodio 145
OBC 145: Let's Talk About Skew

Listen "OBC 145: Let's Talk About Skew"

Episode Synopsis

In this episode, Mark and Dan: Talk about skew (what is it, how is it measured, what is it used for, skew vs. term structure, how do you trade it using options, etc.) Discuss whether the skew index is a good measure of future tail risk in the S&P 500 Look at a put credit spread strategy vs. an iron condor And much more

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