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What Has Underperformed Your Expectations?
The volatility risk premium, which is the difference between implied volatility andand n realized volatility, or realized volatility itself. Gamma has been pretty good, depending on how you look at it. Longer term options, unless tey find that as something 90 days or greater than those, have been ok, disappointing. I think that there is just too much legacy positioning in the market place,. Whether it be from the likes of jp Morgan, market makersn an aggregate, or people reaching for hedges.