Yep, She's Opening Up Option Eyes with NOPE It's Lily

Apr 15, 2021

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*We apologize for potential audio issues with this episode – please see the transcript HERE or go to the episode blog on rcmalts.com to download.*

NOPE - we’re not just going to be talking to our typical vol guest. NOPE – we’re not going over the usual trend following or strategy. NOPE we definitely (did) find today’s guest off of VolTwit. @nope_it’s_lily is Head Researcher at Salience Capital and the creator of NOPE (Net Options Pricing Effect), a proprietary metric used to measure the notional impact of options hedging on underlying liquidity. In addition to NOPE, we’re also talking with Lily about The Bay, PHDs, birth of NOPE from the market crash, Robinhood, GEX and squeezemetrics, bioinformatics and COVID-19, gamma, Salience Capital, and the future use cases for NOPE.

Chapters:

00:00-02:04=Intro

02:05-11:45=Grad School & the Vaccine Pirate

11:46-27:28=Launching NOPE & The NOPE measurement

27:29-41:09=NOPE Products / Salience Capital

41:10-49:02=Liquidity in the Markets

49:03-53:25=What's next?

53:26-01:02:21=Favorites

Follow along with Lily on Twitter and on her blog.

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