The Market Huddle

MH+ Ep. 26 Gamma Loop (guest: Cem Karsan)

4 snips
Jan 24, 2024
Guest
Cem Karsan
Cem Karsan, founder of Kai Volatility Advisors, discusses dispersion trading, factors driving vol compression, analyzing dispersion index, risks of zero DTE options, monitoring convex moments, and impact of options expiration on market direction.
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Chapters
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Episode notes
1
Introduction
00:00 • 6min
2
Factors Driving Vol Compression: Past vs Present
05:52 • 14min
3
Analyzing the Dispersion Trade
19:38 • 7min
4
The Risk and Regulation of Zero DTE Options
26:09 • 7min
5
Monitoring Convex Moments: Clues to Market Sell-Offs
32:52 • 4min
6
Options Trading Strategies and the Impact of Options Expiration on Market Direction
36:24 • 4min