Interested in options strategies?  Bespoke’s research occasionally incorporates options, using screens and creative structure to help identify relative value and hedging opportunities.  The below table is one example.  It shows a variety of metrics for major ETFs, including realized and implied volatility, the spread between them, and skew between puts and calls.  We use the table as a quick reference to identify opportunities, then develop specific trade ideas based on the summary data in the table.  In The Closer, sent Thursday evening to Bespoke Premium and Institutional clients, we offered four different trade ideas based on the data below.  To gain access to the trades, sign up for a five-day free trial now!

Skew Post

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