The volatility skew is the difference in implied volatility (IV) between out-of-the-money (OTM) options, at-the-money options (ATM), and in-the-money options (ITM).

SPX 6M call skew, for example, still screens in the 23rd percentile low. This suggests most of the call buying has been tactical upside chasing rather than a positive shift in the longer-term outlook.

Zhong-Zhi Bai, Gene H. Golub, Chi-Kwong Li, Convergence Properties of Preconditioned Hermitian and Skew-Hermitian Splitting Methods for Non-Hermitian Positive Semidefinite Matrices, Mathematics of ...

Pfaffian: A function associated with a skew-symmetric matrix, playing a role analogous to the determinant for antisymmetric matrices, important in random matrix theory and integrable hierarchies.

Implied volatility in options on Treasury futures has drifted lower since April, but the skew—particularly in the belly of the curve—remains a focal point. As traders prepare for a data-heavy ...

Missile-lobbing between Israel and Iran has created rarely seen bullish conditions in the oil market. The “skew” of three-month call options on West Texas Intermediate crude futures contracts ...

Bitcoin 'Skew' Slides as Oil Prices Surge 6% on Israel-Iran Tensions Bitcoin's price fell to its 50-day simple moving average, while oil prices surged due to geopolitical tensions.