Join Rob Navin, founder of Real Time Risk Systems and expert in options strategies, alongside Estifanos Shekour, a Lehigh MFE student focused on option design. They discuss a groundbreaking method for estimating realized volatility through P&L from constant gamma positions. The conversation highlights the challenges of measuring market volatility, the advantages of dynamic hedging strategies, and the evolution of algorithmic trading. Delve into their insights on intraday trading, the significance of gamma capture, and innovative approaches to enhancing volatility analysis.