
Self-Taught Quant (guest: Harel Jacobson)
The Market Huddle
00:00
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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