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Dark, Mysterious & Sexy Volatility

The ACID Capitalist Podcast

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Shorting Puts and Short Delta - Is That a Success?

This year, we've had a trendy, a trend, a nice trendy down market, right? So that's been good. And actually, by the way, I was describing that trade that we did in VIX in March of 20, where we were buying ball and buying delta against it as an absolute return trade. This year, there it's totally the opposite. There's too much risk premium involved given what's going on.

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