Futures Radio Show
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.
51:01
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Quick takeaways
- Trading volatility offers multiple profitable strategies beyond just selling volatility.
- Zero DTE options have gained popularity but also pose risks due to potential market impacts and increased notional exposure.
Deep dives
Misconceptions about trading volatility and the lack of understanding around volatility
One common misconception about trading volatility is the belief that only selling volatility is profitable, while in reality, there are various ways to make money trading volatility. Another misconception is the lack of understanding around volatility itself. For example, during the GameStop incident in January 2021, many people who bought put options were confused about why their options were losing value when the stock was falling. Understanding the different aspects of volatility and its behavior is important when trading it.
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