Benn Eifert - Volatility Investing (S2E2)
Flirting with Models
Valmageden
The price of vix call options had gone up quite a lot. People were aggressively betting on that possibility using options. And so again, very much was a type of thing where a model that only looked at historical data, but didn't understand tha particular dynamic, would have wanted to bet on it. But inoh, for us, actually, that convexity of involatility, of volatility, was still quite cheap given the given the scenario,. Risk of exactly what happened? Well, i'm glad you brought up february 20 eighteenth, and and x i v in sort of the valm agai cause, now i can bring it up without you rolling your eyes.
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