best structure to exploit flat skew

VolSkewTrader said:
Yes. When put skew is steep and vol is high (a somewhat rare combo but happens), buy 1 put strike, and sell 2 further out put strikes.

If vol is low and skew is flat (an even rarer situation), do the opposite, especially if you're bearish (bullish vol)....maybe even sell 1 and buy 3 for same IV levels.
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Do you know of any website where it is possible to scan options or stocks and indexes according these combos of volatility and skew?
 
Aged Learner said:
Do you know of any website where it is possible to scan options or stocks and indexes according these combos of volatility and skew?
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Not aware of any service that monitors these opportunities. If you find something out there please share.

i keep track of these combos on an intraday and historical basis for the products I trade. Something that scans the universe for these conditions would be really valuable.
 
my scanner (ok I admit, is not really that much optimized) takes around 2-3 minutes to scan all the possible combos for one product. I cannot imagine how long it would take to scan an entire market, let alone all markets..
 
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