Volatility Skews

[mswiggs]

Hey all,

I am just wondering how I would go about scanning for volatility skews in the U.S . I am aware of the yahoo options website which seems to be quite useful in finding when IV is significantly lower/higher than historical volatility.

Best Regards Mick

 

[Nick Radge]

Optionetics Platinum

www.optionectics.com

I use the 200-day HV myself.

 

[wayneL]

Hey all,

I am just wondering how I would go about scanning for volatility skews in the U.S . I am aware of the yahoo options website which seems to be quite useful in finding when IV is significantly lower/higher than historical volatility.

Best Regards Mick

Mick,

Look for high relative IV's via optionetics or yahoo and then look individually at these option chains to find skew.

Otherwise there may be subscription services (these tend to be very costly)...too exy IMO

But beware, there may be a very good reason for the skews and make sure you seek these reasons out.

Remember the 1st commandment of options trading; Thou shalt cover thine a$$