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Wide World Of Options: How Are Options Priced? Making Sense of Volatility Skew and Relative Value

Wide World Of Options: How Are Options Priced? Making Sense of Volatility Skew and Relative Value

Released Tuesday, 3rd October 2023
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Wide World Of Options: How Are Options Priced? Making Sense of Volatility Skew and Relative Value

Wide World Of Options: How Are Options Priced? Making Sense of Volatility Skew and Relative Value

Wide World Of Options: How Are Options Priced? Making Sense of Volatility Skew and Relative Value

Wide World Of Options: How Are Options Priced? Making Sense of Volatility Skew and Relative Value

Tuesday, 3rd October 2023
Good episode? Give it some love!
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Pop Quiz: Is a 10% out-of-the-money put priced similarly to an equally out-of-the-money call? And when it comes to risk, does the market value each strike the same? For answers to these questions and many more, tune into this OIC Wide World of Options episode as host Mark Benzaquen welcomes OIC instructor Mat Cashman to discuss implied volatility and various ways the market prices individual options.

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