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Skews of USD/CHF, ISE symbol SFC 8/23/10 and... Expand / Collapse
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Posted 8/23/2010 4:53:35 PM
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The USD/CHF (ISE symbol SFC) and the USD/JPY (ISE symbol YUK) are both exhibiting “smile-like” characteristics.  The options smile has neither a volatility bias to the downside or upside.  Longer dated options, the December term, are much more symeterical than any other month. 

 

 

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