AD Derivs. Podcast (Ep.30) - Arisa and JP @Cega
AD Derivs: Insights from Crypto Option Traders
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Crypto Volatility Surface
One of the things that I find really interesting about crypto vol is that it sort of hasn't been figured out yet, we've seen a lot of different surfaces throughout the past few years. You have experienced an equity ball, you have experienced a commodity ball. Does that background help you at all? As there sometimes you're saying, okay, this looks like it's priced similar to what index equity index ball would look like or that surface would look like. Now it's similar to say some commodity or is it completely different or do you look at that at all? Yeah, obviously I use my experience in that and for instance, let me give you an example. If you realize that Bitcoin
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