Quite a lot of traders use John's recommended vol model settings of "Use combined call/put skews" in OptionVue. My understanding is that the only reason one would want to combine them is for stock options that are less liquid whereas for index options, that are much more liquid, modeling the calls/puts separately should be more accurate. Do you know why John recommends a combined approach to call/put skew modeling? [img=http://s30.postimg.org/drl6qbad9/Combined_Skew.jpg] If you choose to model the skew curves separately you get different deltas and hence you would select different strikes versus using John's recommended settings. How have you configured OV? My thinking is to use John's recommended settings for his systems and use separate modeling for the stuff I'm trying to develop on my own. What are your thoughts?