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The Shiny New Derivative That’s Taken Over Wall Street | Kris Sidial on Zero Day To Expiration (0DTE) Options & Tail Risk During A Volatility Bear Market
Forward Guidance
The Risks of Tail Risk Strategies
Jack Borsuk: If an investor were to sell these, you know, December VIX features that are at 20 or 21 right now, what is the risk in order to compensate for the bleed of being all these long volatility products? What's kind of the risk there? Is it that just the term structure gets even more upward sloping? He says we focus on a lot of short term prop, intraday prop strategies to offset the bleed because those type of strategies hold zero correlation to the broad market. But inside of these sort of these sorts of strategies, they carry different forms of risk, which could be belly risk, basis risk, timing risk, right? he says.
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