So You Want to Be a Quant #2: The Volatility Smile
3 min readApr 15, 2021
Further deepen your options edge by learning about a volatility phenomenon that influences the price of OTM options relative to ITM options.
Welcome to the second addition to the “So You Want to Be a Quant” series. Today we will be going over a naturally occurring phenomenon in the markets known as ‘The Volatility Smile’ and how you can generate alpha from it.
