What is Fx Skew volatilities

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Jun 15, 2009
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Maharashtra
#1
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.
 

GammaJammer

Well-known member
Sep 2, 2004
1,243
830
123
#3
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.

http://www.anz.com/documents/FXOnline/optionsterm2edited.pdf