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The VIX & O DTE Options
Manage episode 363410108 series 1860479
So far in 2023, market volatility as measured by the VIX has seemed disconnected from the whippiness we've all seen on our screens.
So why is that?
When we look at the VIX equation itself, along with the counterparty hedging that takes place on the other side of a 0 DTE trade, this disconnect becomes a whole lot clearer.
183 episoade
Manage episode 363410108 series 1860479
So far in 2023, market volatility as measured by the VIX has seemed disconnected from the whippiness we've all seen on our screens.
So why is that?
When we look at the VIX equation itself, along with the counterparty hedging that takes place on the other side of a 0 DTE trade, this disconnect becomes a whole lot clearer.
183 episoade
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