Market Structure
The Volatility Risk Premium: The Edge Hiding in Plain Sight
The volatility risk premium is the most reliable structural edge in options markets. The data has always been there. The tools to act on it in real time have not.
3 posts
The volatility risk premium is the most reliable structural edge in options markets. The data has always been there. The tools to act on it in real time have not.
A practical guide to gamma exposure (GEX) and how dealer hedging flows create predictable patterns in the market.
Zero days to expiration options have exploded in popularity. Here is what you need to understand about their mechanics, risks, and impact on market structure.