Exercise 37 · 14 min

Events, skew, and earnings

Time: 20 to 25 minutes · You'll need: a calculator · Builds on: Lessons 32 and 37

Warm-up

Check yourself

The stock is at 40 and the at-the-money straddle in the event expiry costs 3.00. What range of prices is the market paying for?

Check yourself

Which of these is skew?

This course is for members.

The DeFi University membership on Skool opens all 31 courses here, plus the live calls and community. Private coaching clients have access too.