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Market Measures - May 17, 2024 - Volatility and Put Skew Strength

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Content provided by tastylive. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by tastylive or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.

Tom Sosnoff and Tony Battista discuss market measures and put skew, emphasizing its behavior in different volatility environments. During low implied volatility (IV) scenarios, put skew tends to be higher, with more frequent but smaller up moves and down moves. They suggest adjusting strategies accordingly: moving short call strikes closer to the money in low IV and using more symmetric strikes in high IV. The segment highlights the importance of understanding market dynamics and tailoring trading strategies.

  continue reading

857 episodes

Artwork
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Manage episode 418738471 series 68544
Content provided by tastylive. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by tastylive or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.

Tom Sosnoff and Tony Battista discuss market measures and put skew, emphasizing its behavior in different volatility environments. During low implied volatility (IV) scenarios, put skew tends to be higher, with more frequent but smaller up moves and down moves. They suggest adjusting strategies accordingly: moving short call strikes closer to the money in low IV and using more symmetric strikes in high IV. The segment highlights the importance of understanding market dynamics and tailoring trading strategies.

  continue reading

857 episodes

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