Kris Sidial: "Graveyard Day" Is In Store For Short Volatility Traders
Monetary Matters with Jack Farley
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Understanding VIX Mispricing and Trading Challenges
This chapter explores the intricacies of the VIX and the mispricing of volatility during a major market event. It addresses the complications traders face in executing orders amidst volatility, the mechanics of Delta hedging, and the effects of backwardation on options pricing.
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