A
andy orodo
Member
Hi,
The time value of long term deeply in-the-money put options........... how significant is the time value expected to be? Am I correct in thinking that the volatility skew would result in an increase in the option implied vol, and that this would increase the time value? Or would you expect the time value to become less significant the further away from the ATM postion it moves? What is more significant?
Thanks,
Andy
The time value of long term deeply in-the-money put options........... how significant is the time value expected to be? Am I correct in thinking that the volatility skew would result in an increase in the option implied vol, and that this would increase the time value? Or would you expect the time value to become less significant the further away from the ATM postion it moves? What is more significant?
Thanks,
Andy