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Dean Curnutt: Market Insurance Is Cheap, Stock-Bond Correlation Is Positive, And “Interesting” VIX Opportunities

Forward Guidance

CHAPTER

Understanding Option Pricing and Volatility

This chapter explores the concept of option pricing and the importance of volatility in assessing the value of options. It discusses the volatility risk premium and the skewness of asset returns. The chapter also highlights the need for proper position sizing, trade construction, and the focus on hedging strategies.

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