OBC 145: Let's Talk About Skew
Jul 28, 2021•40 min•Ep. 145
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Episode description
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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