Tag Info

New answers tagged


If spot moves down towards Knock-In Barrier, I want high vol (to knock the barrier). Therefore, I'm long low strike (long skew). To summarise: Down-and-In Barrier Option = Long Skew Down-and-Out Barrier Option = Short Skew Up-and-In Barrier Option = Short Skew Up-and-Out Barrier Option = Long Skew

Top 50 recent answers are included