AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
8min chapter
Kris Sidial: "Graveyard Day" Is In Store For Short Volatility Traders
Monetary Matters with Jack Farley
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.
00:00
Transcript
Episode notes
Get the Snipd
podcast app
Unlock the knowledge in podcasts with the podcast player of the future.
AI-powered
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode
Save any
moment
Hear something you like? Tap your headphones to save it with AI-generated key takeaways
Share
& Export
Send highlights to Twitter, WhatsApp or export them to Notion, Readwise & more
AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode