2min chapter

The Market Huddle cover image

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.

00:00

Get the Snipd
podcast app

Unlock the knowledge in podcasts with the podcast player of the future.
App store bannerPlay store banner

AI-powered
podcast player

Listen to all your favourite podcasts with AI-powered features

Discover
highlights

Listen to the best highlights from the podcasts you love and dive into the full episode

Save any
moment

Hear something you like? Tap your headphones to save it with AI-generated key takeaways

Share
& Export

Send highlights to Twitter, WhatsApp or export them to Notion, Readwise & more

AI-powered
podcast player

Listen to all your favourite podcasts with AI-powered features

Discover
highlights

Listen to the best highlights from the podcasts you love and dive into the full episode