2026年8月22日 20:00 ET 发布 · 更新于 3 个月前 · 1 个来源

Market perceives higher upside volatility due to call skew

Youtube
Youtube
·
原始报道

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.

原文