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@volmagorov what do you think? I'm not sure this is yet a practical observation, but it seems to be a fairly interesting philosophical link.
I’m not an options guy but I thought this debate was resolved nearly 100% in favour of sticky delta? Most places model the smile as a function of moneyness so vol deltas on a price move are smaller.
From the options dudes i've been speaking to, there is near-unanimous agreement that sticky strike is wrong but not everyone agrees that pure sticky delta is right.
I think the truth is much closer to sticky delta – but my point is that it's this "bayesian updating" aspect that determines which is correct. e.g if you think the new spot price has zero information, then sticky strike is correct
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