The Market Huddle cover image

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.

Transcript
Play full episode

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app