Volatility Skew

The pattern of implied volatility varying across strikes at the same expiration, showing where the market pays up for protection.

Also known as: skew, volatility smile, smirk

Volatility skew is the pattern of implied volatility varying across strikes at the same expiration. In a world that matched Black-Scholes, every strike would price the same IV and the curve would be flat. It never is — and the shape of the deviation tells you where the market is paying for fear.

The shapes

Skew (or smirk) — the usual equity profile. Out-of-the-money puts carry higher IV than equivalent calls, and the curve slopes down from left to right.

Smile — both wings elevated above the at-the-money strike. Common in currencies and around events that could resolve violently either way.

Reverse skew — calls bid above puts. Shows up in commodities, and in equities during a squeeze, when upside hedging demand exceeds downside.

Why equity puts cost more

Two reasons compound:

Demand. Portfolios are structurally long. Everyone wants downside protection; far fewer need upside insurance. Persistent one-sided demand lifts put IV.

Mechanics. Markets fall faster than they rise. Selloffs correlate — everything drops together — while rallies grind. Realised downside volatility genuinely exceeds realised upside volatility, so the pricing is not merely sentiment.

Steep put skew is therefore the resting state, not a warning sign. It is only informative when it changes.

Reading changes

Steepening — protection is getting bid. Someone is paying up for downside, often before the spot market reflects any concern.

Flattening — complacency. Protection is cheap relative to upside, which historically has not been a comfortable place to be positioned.

Inverting — the call wing takes over. Squeeze dynamics, upside chase, or a pending bid.

Trading it

The skew tells you which wing is expensive and which is cheap, which is the entire basis for structuring around it:

  • Sell the elevated wing, buy the cheap one.
  • Ratio spreads exploit the curvature directly.
  • Risk reversals trade the skew itself rather than direction.

And the defensive use, which matters more for most traders: if you are bearish and buying puts into steep skew, you are paying the most inflated premium on the board. A put spread — selling a further-out put against yours — recovers some of that. Knowing the shape of the curve stops you from buying the expensive part of it by accident.

See it live

Frequently asked questions

Why do puts cost more than equivalent calls?

Demand for downside protection exceeds demand for upside speculation in most equity underlyings, and markets fall faster than they rise. Both push out-of-the-money put implied volatility above the equivalent call.

What does a flattening skew signal?

It usually reflects complacency — protection has become cheap relative to upside. In squeeze candidates the skew can invert entirely, with calls bid above puts as upside demand dominates.

Disclaimer: All content is for educational and informational purposes only. This is not financial advice. Options trading involves significant risk. Please consult with a financial advisor before making trading decisions.