L lcs Mar 21, 2014 #11 drownpruf said: Well, the skew mitigates both moments. More... hi drownpruf, do you mean put vs atm skew constant and fwd does to short put strike or considering continual skew evolution (most likely skew steepening) as fwd moves to short put strike?
drownpruf said: Well, the skew mitigates both moments. More... hi drownpruf, do you mean put vs atm skew constant and fwd does to short put strike or considering continual skew evolution (most likely skew steepening) as fwd moves to short put strike?
