Editing a Skew Curve
Once you define and save a skew curve, you can edit it. Editing a skew curve
enables you to keep up with what
s happening in an options market. After a days trading, a skew curves validity can change. Editing allows you to adapt an established curve to
changes in a market. You can edit at the end of the day, or while your market is
trading.
One of the methods for editing a skew is to change the parameter
s governing the skew curve. Another method involves dragging skew curve and
input line volatility points on your volatility skew chart. Lets begin by examining how to edit a skew by changing its parameters.