Recent content by johntsai90

when people said trading skews? What do they really mean? is that something to do with richness/cheapness of each strike comparing call and put?

what if there is no VIX product in my country now? any other ideas? i guess its more and more challenges now

The index option i am currently trading doesn't have enough volume for the back month, Are there any other ways?

Are there any traders who trade two different undelyings but one with higher implied vol so it trades long gamma, and the other with lower implied vol so it trade long theta? Can this be sort of pair trading and also what other factors should i be considering?

Are there any strategies which can trade both long theta and long vega?

Does anyone use this implied correlation to formulate any pair trading strategy?

thanks for your reply. my last question is how to we draw the skew stepness from the price of call and put?

sorry, the underlying is index. why do you think its not working? any reasons, or its just from your experiences

Dear all, I have this idea to create a dispersion strategy to trade options. I am thinking to calculate the intraday realized volatility from last 5 bars in every 30 sec, and to compare the implied volatility from either 3-month delta 25 (Call & Put average) or near month ATM (Call and...

execuse me for i am just a newbie in option trading, but why do we need to know the skew steepness? to know whether put is more expensive than call or something else? how could we do based on that information provide?

perhaps, these graphs can explain better, i am just confused what does it mean?