Put Call Skew Chart. The delta at a given contract is the probability that the option will expire in the money. The call skew history chart tracks the call skew, which is the delta of calls at one standard deviation above current stock price.
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The delta at a given contract is the probability that the option will expire in the money. The call skew history chart tracks the call skew, which is the delta of calls at one standard deviation above current stock price.
2 Put call skew chart
The Call Skew History Chart Tracks The Call Skew, Which Is The Delta Of Calls At One Standard Deviation Above Current Stock Price.
The delta at a given contract is the probability that the option will expire in the money.
