Dark, Mysterious & Sexy Volatility
The ACID Capitalist Podcast
00:00
Is There a Differential to Integer?
The VIX futures were implying that in 11 days at expiration, variance would be trading at a negative three point discount to at the money fall. It can't ever do that. We also knew exactly who was putting it there. We knew who the giant guys were that were doing incredibly stupid and or illegal shit.
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