Good morning,
Quick update for EURO STOXX 50, FTSE 100, DAX, EUR/USD
Let’s start with EURO STOXX 50 1M/1Y OTM SKEW
At 1 month (RED) the skew is looking bullish, while at 1y expiration it is showing new highs as long dated options have higher open interest. Might start to add 1 year OTM SKEW, noticed this yesterday.