Great video, thanks. Can you explain how at 0:56 you are showing put and call options on the same chart? Is it OTM puts on the left of spot and OTM calls on the right? In which case, how are ITM options represented? Sorry if I'm being dense.
Thanks for the feedback. We used here implied volatility for call prices. This being said, the volatility implied by a put price will be very similar than the volatility implied by a call price with same expiry and strike price.