Hi, I have come across a formula to calculate the Option implied skewness which is calculated as (Strike/underlying's price - 1)
Has anyone come across a similar type of formula? Can somebody please explain how can I derive that? Any online reference/paper is highly appreciated. Thanks and regards, [[alternative HTML version deleted]] _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.