Implied Volatility Skews

Implied Volatility Skews

The extent to which the implied volatility of an option contract on a given underlying asset with a given expiration date changes with different strike prices.
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References in periodicals archive ?
Su, "Implied volatility skews and stock return skewness and kurtosis implied by stock option prices," European Journal of Finance, vol.
The Implied Risk Neutral Density Dynamics: Evidence from the S&P TSX 60 Index
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