Is There a Secondary Effect Between Realized and Implied Volatility?

I actually think that spread between implied realized is secondary going to increase, you know, and that's a good thing for people in the ball space. It creates more opportunity and that risk premia is not just at the money. Now, that doesn't mean scoose going higher or demand. So you know, it's just that spread itself between realized and implied should increase over time. And that's just because there's less liquidity. There's less money to go around. The majority of that difference comes from upside. There's just less upside vol. There's more mean reversion to these markets over longer periods of time. I think we're likely within that to have more opportunities

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