@bennpeifert If I were to use a volatility surface only to observe skew or skew term structure, do you think simple bilinear interpolation provided through quantlib would be fine? Or would it be worth it to go further down the rabbit hole in to SVI models?
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For reference I’m trading out of my dorm room with sub 5 figures, not pricing exotics or anything

tagging more smart vol people: @Ksidiii@SqueezeMetrics@FadingRallies@choffstein@jam_croissant@macrocephalopod1 reply 0 retweets 0 likesShow this thread -
I am 100% not a “vol person” you have probably traded more options than I have.
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No need to apologize!
1:18 PM - 8 May 2021
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