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Market Measures - May 17, 2024 - Volatility and Put Skew Strength
Manage episode 418738471 series 68544
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.
857 episodes
Manage episode 418738471 series 68544
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.
857 episodes
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