to expand on this, a lot of tourists like to look at VIX - realized vol, conclude its high and therefore there is a lot of risk premium in being short gamma. I very much doubt that. The VIX is a 1-month var swap, so there are slight term issues and not so slight skew issues.https://twitter.com/TheSpeculator0/status/1360281133020282886 …
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oh fuck my whole portfolio is in spot vix
Thanks. Twitter will use this to make your timeline better. UndoUndo
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