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Ratio Spreads and Volatility Skew: A Quantitative Guide to Asymmetric Payoffs, Option Pricing, and Multi-Leg Structures by Alice Schwartz, Vincent Bisette

Ratio Spreads and Volatility Skew: A Quantitative Guide to Asymmetric Payoffs, Option Pricing, and Multi-Leg Structures

by Alice Schwartz , Vincent Bisette
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Book cover type: Paperback
  • ISBN13: 9798195778989
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Independently Published
  • Publisher Imprint: Independently Published
  • Publication Date:
  • Pages: 358
  • Original Price: GBP 28.74
  • Language: English
  • Edition: N/A
  • Item Weight: 477 grams
  • BISAC Subject(s): Investments & Securities / Options

Reactive Publishing

Ratio Spreads and Volatility Skew is a technical guide to understanding how asymmetric option structures behave across changing volatility environments. Written for experienced options traders, quantitative finance readers, and advanced students of derivatives, this book examines the mechanics of ratio spreads through the lens of volatility skew, payoff geometry, pricing behavior, and multi-leg position construction.

The book explores how skew affects option premiums, strike selection, risk distribution, and scenario outcomes. It explains the structure of call ratio spreads, put ratio spreads, broken-wing variations, and related multi-leg strategies, with attention to both theoretical foundations and practical modeling considerations.

Inside, readers will find discussions of payoff diagrams, Greeks, implied volatility surfaces, margin considerations, expiration behavior, and risk scenarios. The focus is on analytical understanding rather than promotional trading claims, helping readers evaluate complex options positions with greater clarity.

Designed for readers who already understand basic options terminology, this book provides a structured framework for studying ratio spreads as part of a broader quantitative options toolkit.

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