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Self-Taught Quant (guest: Harel Jacobson)

The Market Huddle

CHAPTER

How Volatility Surfaces Drive Volatilities?

Volatility just drives both, both gamma and theta. We just need to understand how they will and how they interact. So this is what I talk about when I talk about like the gamma, the gamma theta for triangles. Okay. Let's talk a little bit about your trading. You already mentioned that you don't like being outright short volatility because you like to sleep a night. Walk us through what as a vol trader, what you're looking for and what attracts you about certain traits. Yeah. Looking at volatility surfaces for many years just gives you a lot of like things to think about.

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