Forward Guidance

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

Jun 25, 2023
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Episode notes
1
Introduction
00:00 • 5min
2
The Moving Volatility of the SMB 500
04:50 • 3min
3
The Volatility of the Market
07:33 • 3min
4
The Importance of Implied Volatility in Options Trading
10:47 • 2min
5
The Cost of Hedges for a Portfolio
12:35 • 3min
6
The Market's View on Long Term Volatility
15:22 • 2min
7
Tail-Risk Hedging Strategies
17:32 • 3min
8
How to Invest in a Tail Risk Strategy
20:21 • 3min
9
The Compounding Effect of Tail Risk on Portfolio Performance
22:58 • 2min
10
How to Hedge Against a Tail Event
25:23 • 2min
11
The Risks of Tail Risk Strategies
27:09 • 4min
12
The Consequences of Moving Forward Volatility
31:35 • 2min
13
Intraday Prop Strategies That Are Uncorrelated
33:40 • 2min
14
Zero Data Expiration Options
35:26 • 3min
15
How to Hedge Your Gamma Risk With Options
38:28 • 3min
16
The Risks of Intraday Options Trading
41:40 • 2min
17
How Much Capital Do Banks and Large Institutional Players Need to Hold Against the S&P 500 One-Month Options?
43:58 • 2min
18
The Risk of Jump Risk in Zero-Dt Markets
46:20 • 2min
19
The Importance of Zero-Dt Options
48:36 • 2min
20
Zero Data Expiration and the Volatility of the Market
50:14 • 2min
21
The Risk of Reflexive Price Action
52:13 • 2min
22
Zero DTE: The Future of Volatility
54:36 • 2min
23
The Impact of Stoppages on the S&P 500
56:30 • 2min
24
The Risks of Volatility ETPs
58:32 • 3min
25
Zero Data Expert Options: A New Space in the Market
01:01:08 • 2min
26
Interest Rate Hedging and the Banks
01:03:18 • 4min
27
How to Report Your Results to Current Clients
01:07:23 • 5min
28
How to Over Report Your True Losses to a Tail Risk Manager
01:12:00 • 4min
29
The Importance of Alpha in Volatility
01:15:34 • 2min