mauzj Well-known member Messages 357 Likes 37 Apr 11, 2011 #1 Which tradable, liquid instruments, have the greatest amount of skew in their options? Are there any websites that list them?
Which tradable, liquid instruments, have the greatest amount of skew in their options? Are there any websites that list them?
amit1986 Experienced member Messages 1,100 Likes 66 Apr 11, 2011 #2 Most out-of-the-money options are highly skewed. Get a list of options are currrently out of the money, plot a return distribution and calculate the skewness.
Most out-of-the-money options are highly skewed. Get a list of options are currrently out of the money, plot a return distribution and calculate the skewness.
Martinghoul Senior member Messages 2,691 Likes 277 Apr 11, 2011 #3 There's LiveVol which does it for US stocks and ETFs. For other asset classes you need to do it yourself as amit says.
There's LiveVol which does it for US stocks and ETFs. For other asset classes you need to do it yourself as amit says.
