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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?

i have came across with this term, does any one know what's implication of implied correlation? what kind of strategies could we been used based on that figure. thanks

one of the research paper i am currently reviewing, its said that 3m ATMF implied volatility remains elevated, but risk reversal skew (3m, 25-delta) is minimal here is my question; why do we use 3m, 25-delta as a proxy to measure the level of implied volatility? what not at-the-money implied...

Thanks for the precious comments. however, if i would like to long gamma during the fast market, shall i buy at-the-money, or out- or in-the money? I mean i am not sure exactly how to choose which strike price to buy so to gamma neutral. Perhaps, is it possible or sensible to do gamma...

what do you mean by long gamma? how exactly to reduce the impact of fast market? if you can clarify a bit more, thanks

thanks oded, any idea how to do it? my thought is to use scenario analysis in advance, and to select a few canadidated positions for neutralizing when the time is coming (fast market) or the worse, perhaps the best, is to liqudate all my position during the fast market Does the...

THANKS FOR YOUR REPLY just wondering how does delta-gamma neutral strategy cope with the market when there is fast pricing?

another thing is my overall gamma is usually -0.00462 when delta is about 0.01. should this be like delta-gamma neutral?

Thanks for your wonderful idea, just wanted to make sure how to exactly delta-gamma neutral? My goal is to collect as much as theta with around 10 positions

Dear experts, I am trading option now, but i am just wondering when is proper time to neutralise detal and also gamma? My idea is to neutralise delta during the intraday when there is no turbenlance so i can keep earning time-value if the theta is positive. Any strategic view for this?