Monetary Matters with Jack Farley cover image

Kris Sidial: "Graveyard Day" Is In Store For Short Volatility Traders

Monetary Matters with Jack Farley

CHAPTER

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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