The Traderszone Network

Published in TZ Latest News 2 November, 2017 by The TZ Newswire Staff

Sticky Strike or Sticky Delta?

Hello,

I know there are a lot of very knowledgeable and experienced option traders in the forum so I am hoping someone can help me understand this.

What is the prevailing consensus for Volatility Surface dynamics? In other words, when the underlying rises do the options for it behave as sticky strike or as sticky delta? what about when it goes lower? And for violent price moves? I think I understand term structure a bit better but skew still baffles me.

The underlyings I am interested in…

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