• OBC 145: Let's Talk About Skew

  • Jul 28 2021
  • Length: 40 mins
  • Podcast

OBC 145: Let's Talk About Skew

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  • Summary

  • In this episode, Mark and Dan:

    • Talk about skew (what is it, how is it measured, what is it used for, skew vs. term structure, how do you trade it using options, etc.)
    • Discuss whether the skew index is a good measure of future tail risk in the S&P 500
    • Look at a put credit spread strategy vs. an iron condor
    • And much more
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