AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
18min chapter
Dean Curnutt: Market Insurance Is Cheap, Stock-Bond Correlation Is Positive, And “Interesting” VIX Opportunities
Forward Guidance
Skew and Volatility: Unique Market Dynamics in 2022
This chapter delves into the unusual volatility dynamics observed in the market in 2022, particularly focusing on skew and implied volatility. The speakers analyze the relative expensiveness of being long at a China ETF based on skew and outer prices, as well as the term structure and skew of the S&P 500 vol space. They discuss the impact of realized volatility, up moves versus down moves, and the flattened skew in option pricing, highlighting the value of upside calls in an upward trending market.
00:00
Transcript
Episode notes
Get the Snipd
podcast app
Unlock the knowledge in podcasts with the podcast player of the future.
AI-powered
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode
Save any
moment
Hear something you like? Tap your headphones to save it with AI-generated key takeaways
Share
& Export
Send highlights to Twitter, WhatsApp or export them to Notion, Readwise & more
AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode