Using Volatility When Structuring Options Spreads

The concept of “volatility” is critically important for options traders; however, it’s often misunderstood. This webinar covers both statistical volatility (SV) and implied volatility (V). Paul defines each type of volatility, gives you examples showing their significance, and explains two different ways of determining if options are under or over-valued. He tells you what volatility skewing is all about and shows you which markets possess a “positive skew” and which possesses a “negative skew.” More importantly, Paul explains how to use skewing when structuring your options spreads.


Run Time: 65 Mintues

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