The Advisor's Option 126: Attack of Analysis Paralysis
The Options Insider Radio Network
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How to Compare Skew Across Products
Peter attack asked how do you traditionally compare skew across products. Matt O'Rett said we have a very accurate measure using delta and using options taking the tangent and figuring out the smile that we have aVery accurate what we call the slope and that slope we graph all the way back to 2007 in spy. Right now it's pretty it's pretty low right now but Peter says this is a good time to buy some puts actually when the skew is low, which means the puts are low.
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