Managing Volatility and Options Pricing

Exploration of VIX term structure compression, decreasing volatility premium in futures, and implications for liquidity providers. Detailed analysis of managing options positions, gamma impact, and market movements, including strategies for pricing short-term options based on anticipated market volatility. Discussion on market volatility fluctuations, impact of market direction on pricing, historical trends in VIX levels, and options trading strategies amidst current trends in specific sectors like semiconductors.