The Inherent Implied Volatility Option Market

In December 2018, we were selling off 3% every single day, 20% drawdown, implied volatility on those options like one year, like out of the money puts fell over that month. We recovered February through, you know, and even the first week of March 2020. Same thing, volatility did not expand. So it's the phase one, phase two concept is our expectation is for very benign, even potentially falling implied volatility in the phase one because of the market mechanics,. but then phase two, they say, "all hell breaks loose"

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