Скачать или смотреть Why Is Volatility Skewed in Options Trading? 📊 | Understanding the BSM Model & Implied Volatility 💡

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Welcome to this video on the intriguing topic of volatility skew in options trading! 📈 In this video, we’ll explore the reasons behind the skew in volatility, and how this impacts traders and trading strategies. By the end of this video, you’ll have a refreshed understanding of implied volatility and how it relates to the Black-Scholes-Merton (BSM) model's assumption of flat volatility. 🤓

We’ll dive into why the BSM model assumes constant volatility and what happens in real-world scenarios when volatility is, in fact, skewed. You’ll learn why out-of-the-money options often have a different implied volatility compared to at-the-money options, leading to what we refer to as 'volatility skew'. 📉 Understanding this concept is essential for anyone using options strategies like vertical spreads, straddles, or strangles to make trading decisions. 💸

Through clear examples, we'll break down how the concept of volatility skew affects option pricing, and why traders need to be aware of this phenomenon to manage risk effectively and find profitable opportunities. 🚀 Whether you're a beginner or an experienced options trader, this video will provide you with key insights to level up your understanding of the options market. 💡

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Keywords: Volatility Skew, Options Trading, Black-Scholes-Merton Model, Implied Volatility, Risk Management, Trading Strategies, Greeks, Quantitative Trading, Algo Trading, Volatility Analysis, Financial Markets, Trading Metrics, Advanced Options Trading, Algorithmic Trading, Quantitative Analysis, Python for Trading, Why Is Volatility Skewed

Hashtags: #VolatilitySkew #OptionsTrading #BSMModel #ImpliedVolatility #TradingMetrics #RiskManagement #Greeks #QuantitativeTrading #AlgoTrading #AlgorithmicTrading #QuantTrading #OptionsStrategies #TradingEducation