The Two Tailed Market Risk | Brent Kochuba on What the Options Market Tells Us About What Comes Next
Excess Returns
00:00
Which Option Structures Can Express an Upside View?
Shane proposes a 1x2 call fly to capture a sharp rally while hedging vol risk and explains why outright calls and puts carry vanna/veta taxes.
Play episode from 01:02:14
Transcript
