From ZH And since nothing else has changed and we already showed what is going on from a delta- and gamma-hedging perspective… … we will give the last word to the Bear-Traps report which describes the “Insanity” in Apple Options: The convexity skew picture on big-name equities like Apple $AAPL has gone parabolically stupid. Let’s keep this […]
skew
SPX Skew Nears All Time Highs
As per Bloomberg, Skew (which measures the price of calls vs puts) can often spike when investors are concerned about market risk. Puts will be in higher demand than calls and this moves the skew measurement higher. Currently skew is very high due to a slew of events in the next week: FOMC, BREXIT vote, […]