Predictive Power in The Skew: a Case for 1DTE S&P500 Index Options

Additional Metadata
Keywords	Implied Volatility Skew, Options, S&P500 index, 1DTE, Option-Implied Signal, Implied Volatility
Thesis Advisor	Cosemans, Mathijs, van Oijen, Pieter
Persistent URL	hdl.handle.net/2105/79681
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Touw, Bryce. (2025). Predictive Power in The Skew: a Case for 1DTE S&P500 Index Options. In Finance & Investments.http://hdl.handle.net/2105/79681

Publication