

Exploring Volatility with Kris Sidial | 0DTE Options, Tail Risk, and $VIX Calls
Sep 13, 2023
Volatility expert Kris Sidial dives into trading vol, tail risk events, and the demand for 0DTE options. He explores hidden dangers of a tail risk event, buying cheap insurance, and the rationale behind $VIX call trades. The podcast also touches on unique aspects of the trading year, market resilience, and the potential returns and risks of options trades.
Chapters
Transcript
Episode notes
1 2 3 4 5 6 7
Introduction
00:00 • 5min
Exploring Factors in Trading Derivatives and Risk Premium in Options
04:31 • 2min
Exploring the Unique Aspects of the Trading Year and the Dynamics of 2023
06:46 • 2min
Market Resilience and Complacency
08:25 • 20min
Potential Returns and Risks of Options Trades
27:57 • 11min
Zero DTE Strategies and the Impact of Bigger Participants
39:19 • 10min
Importance of Research and Appreciation for Support
49:10 • 2min