Jeffrey

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visits member for 2 years, 2 months
seen Mar 26 '12 at 17:01

Mar
18
awarded  Popular Question
Feb
7
awarded  Scholar
Feb
7
accepted What causes the call and put volatility surface to differ?
Feb
6
awarded  Student
Feb
4
comment What causes the call and put volatility surface to differ?
Yes thats exactly what I mean. For example, deep in the money puts have a super high implied volatility is this because there is no volume on them so the price of the option is manipulated?
Feb
4
comment What causes the call and put volatility surface to differ?
The put-call parity says that the implied volatility of a put and call at the same strike and time is the same, but in the market thats not true. And I was wondering why and what causes the put surface to be so different from the call surface.
Feb
4
asked What causes the call and put volatility surface to differ?