Questions tagged [option-greeks]

-a collection of statistical values that measure the risk involved in an options contract in relation to underlying variables (Delta, Vega, Gamma and Theta)

1 question with no upvoted or accepted answers
Filter by
Sorted by
Tagged with
0
votes
2answers
45 views

Put IVs being more than Call IVs - Can this be considered a bearish signal?

If in an Option Chain, 1) Average Put IVs are 4-5% more than average Call IVs 2) IV of Put Options, in general, is more than IV of equidistant Call Options (For eg . - For a stock @ 100 spot price, ...