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Options Trading for Macro Investors | Imran Lakha
Forward Guidance
How to Measure Volatility on a Daily Basis
Emron: Are you kind of missing that by measuring it on a daily basis? If you just measure pure, that's a great question, Jack. Emron: When the vol of vol is so high, okay? What are you gonna do with wheat options right now? You wanna buy it? Right, vol was at 200 last week now, it's at 100. We have no bloody idea, right? So I think it's one of those where there comes a time when thevol of vol just goes crazy.
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