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Dr. Benn Eifert - Bad Ideas (S3E3)
Flirting with Models
Using Puts and Calls to Heap Volatility Risk Premium
Selling puts can lead you massively short tail events in a very, very poor way. So what about structuring some sort of trade where you are maybe, I don't want to say safely short volatility and you're hedging the wings? It definitely is a safer and more loss-contained way to try to be short volatility. SIBO has an index for this - just Google CNDR for condor. But it does seem like at the very least if someone were interested in trying to harvest volatility risk premium, this might be a safer way to do it.
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