VOLATILITY SKEW
\vˌɒlɐtˈɪlɪti skjˈuː], \vˌɒlɐtˈɪlɪti skjˈuː], \v_ˌɒ_l_ɐ_t_ˈɪ_l_ɪ_t_i s_k_j_ˈuː]\
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The difference between call and put options volatility. Puts trade better than call options. Refer to volatility smile.
By Henry Campbell Black
Word of the day
tinctura quininae ammoniata
- A preparation made by dissolving quinin sulphate in alcohol [Br. Ph.].