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  • Wednesday, May 14, 2025
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Volatility By Delta

A situation where the implied volatility (volatility skew) remains unchanged (i.e., it sticks) for any given delta or moneyness. Options...

    Volatility By Moneyness

    A situation where the implied volatility (volatility skew) remains unchanged (i.e., it sticks) for any given moneyness. In other words,...

      Expected Spot Price

      The market’s average opinion about what the spot price of an asset will be at a specific time in the...