What is Fx Skew volatilities

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Jun 15, 2009
Hi All,

I am new to the forum just to increase my trading related knowledge.

If anyone has detailed info about Fx Skew Volatilities, then can you pls share it.

Thanks in advance.


Well-known member
Sep 2, 2004
Well here's a brief but not too bad set of definitions from ANZ that I found. Ironically the definition of skew is one of the less satisfactory ones (they start banging on about a natural bias towards put which is a bit daft in the context of FX, although makes more sense when you start talking equities). But the broad definition is a good starting point.