All termsImplied Volatility and Volatility TradingWorth knowing
Call Skew
Call skew describes a volatility structure in which upside call options trade at relatively elevated implied volatility compared with other strikes.
Why it matters to you
Strong demand for upside exposure can make certain calls relatively expensive in volatility terms. This can occur in assets or market environments where traders aggressively seek upside convexity.
Terms that sit next to this one
Upside Exposure