Comment on Greek Interactions

Bharath commented on 12 Nov 2018, 01:15 AM

>as you go away from the ATM option (for both Calls and Puts) the implied volatilities increase, in fact further you move from ATM, the higher is the IV.

However,
IV of strike 230(slightly OTM) is 51.18
IV of strike 225(ATM) is 51.53

Could you pls clarify?

View the full comment thread »