  We study the skewness premium (SK) introduced by Bates (1991) in a general
context using L\'evy Processes. Under a symmetry condition Fajardo and Mordecki
(2006) obtain that SK is given by the Bate's $x%$ rule. In this paper we study
SK under the absence of that symmetry condition. More exactly, we derive
sufficient conditions for SK to be positive, in terms of the characteristic
triplet of the L\'evy Process under the risk neutral measure.
