Microstructure Analytics
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The Saturday Spread: Using Microstructure Analytics to Trade Multi-Leg Options
Yahoo Finance· 2026-03-07 15:15
It’s no secret that the reason why people gravitate toward advanced services like Barchart Premier is to gain an edge in the market. Of course, the best advantage is the one that’s impossible to attain — a crystal ball that magically tells the future every single time. However, a more realistic innovation is a category of insight called microstructure analytics. One of the most important of these tools is volatility skew. By definition, volatility skew identifies implied volatility (IV) — or a stock’s po ...