Options traders trading the short side of volatility look for a simple volatility edge to play out. This edge expresses itself when the implied volatility from options pricing is greater than the future realized volatility. …
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Extracting Volatility & Equity Premia using Options & Momentum
Options traders trading the short side of volatility look for a simple volatility edge to play out. This edge expresses itself when the implied volatility from options pricing is greater than the future realized volatility. …
Continue reading