I couldn’t understand figuring OTM puts and OTM call. I know the logic that when implied volatility decreases for OTM calls and Increases for OTM puts- a volatility skew exists. but how should we see that in a table like here? can someone explain in detail?
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Audio Replied comprehensively earlier. Please search
Could you please redirect me to the answer somehow? I tried finding your answer but couldn’t find it
Have a listen to the audio after you’ve gone through what the candidate has asked in the question, you’ll have a deeper understanding.
Secondly, IV of OTM Puts, if you carefully observe…from 11600 to 11400 to 11200 is increasing from 16.44 to 17.01 to 17.72 and IV for OTM Calls vis-a-vis is decreasing.