Option Block 747: In Search of the Steepest Skew

The Option Block · Sep 28, 2018 · 1h 1m

Trading Block: Earnings!

Disney

Blackberry

Plus, Google searches for hedges are ticking up.

Odd Block: Puts trade in Bed Bath & Beyond Inc. (BBBY), call love in Ally Financial Inc. (ALLY) and call love in Virtu Financial Inc. (VIRT).

Mail Block: Volatility Flash Poll

The CBOE Skew Index alarmed many when it soared above 150. Of course, every index tells its own skew story. Which index do you think has the steepest skew right now (aka 25D put vol vs. 25D Call vol)?

Russell 2000

S&P 500

Nasdaq

Other

Around the Block/This Week in the Markets

Sep 28: Personal Income, Consumer Sentiment