Volatility skew

英文Volatility skew

中文 (征集中)

英文释义

The difference in implied volatility between out-of-the-money puts and calls. The origins of the volatility skew are not always clear, but factors may include reluctance to write calls rather than puts, sentiment about market direction, and supply and demand

中文释义

(征集中)

词条来源 网络

Entries个相关