
Dark, Mysterious & Sexy Volatility
The ACID Capitalist Podcast
00:00
The Futures Curve Is Indicated, Right?
The index is pretty much your realized vol of the last X number of days, yeah? The future, of course, is implied in 41. And if I can't trade the 26, I've got to trade the 41, but I can sell the 41 to someone who wants to buy it. There's an enormous elephant sitting on the future, making it way, way, way lower than it's supposed to be.
Transcript
Play full episode