Cammy

What Is an Event Risk?

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An event risk is a type of risk that is associated with a particular event or occurrence. Event risks can be either internal or external, and they can have a positive or negative impact on a company or organization. Event risks can also be categorized as either controllable or uncontrollable. Internal event risks are those … Read more

Understanding the Volatility Skew.

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Volatility skew is the difference in implied volatility (IV) between out-of-the-money (OTM) options. A positive skew exists when the IV of OTM puts is higher than the IV of OTM calls, while a negative skew exists when the IV of OTM calls is higher than the IV of OTM puts. There are a few reasons … Read more