Published Aug 22, 2026, 8:00 PM ET · Updated 3 months ago · 1 source
Market perceives higher upside volatility due to call skew
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Original Report
There is a clear call skew in the market, meaning options for upside movement are priced significantly higher (e.g., $5) than those for downside movement (e.g., $2.50), which indicates that the market perceives a higher probability or greater potential for volatility to the upside.