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Macro & Volatility™ #2: Dispersion - time to start paying attention

Macro & Volatility™

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Analyzing the dispersion trade and potential volatility spikes

This chapter delves into the dispersion trade strategy using S&P single stock options and its role as a short volatility play. It emphasizes the historical context of low dispersion trading and the risks involved in leveraged short volatility trades, drawing comparisons to past market events.

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