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Skew

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Skew
A skewed Distribution is one that is asymmetric. Skew is a measure of this asymmetry. A perfectly symmetrical Distribution has zero skew, whereas a Distribution with positive (negative) skew is one where outliers above (below) the mean are more probable. An example of an asymmetric Distribution in the financial markets is the Distribution implied by the presence of a Volatility skew between Out-of-the-money call and put options.
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