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A descriptive measure of lopsidedness in a distribution.

Additional Comments:

It is especially important for options trading when there is volatility skew and prices are greater or less than they should be at various strikes and/or expirations.

Related Terms:

Volatility Skew
Whereby deep OTM options tend to have higher Implied Volatilities than ATM options. This type of ...

The sensitivity of an option price to volatility. Typically, options increase in value during periods of ...

Volatility Stops
Monitoring implied volatility is critical in long neutral delta trading. Check the current volatility of the ...

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