Implied Volatility and Skew Explained

TL;DR. Implied volatility (IV) is the market's expectation of future price swings, embedded in option prices. Vol skew is the difference in IV across different strike prices — it reveals where the market sees more risk (usually to the downside). When skew spikes, the options market is signalling fear. When it collapses, it signals complacency. Both are meaningful for perp scalpers as sentiment context.

Full article coming soon.

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This article is educational content, not investment advice. See disclaimer.