Why the Short Volatility Trade Is Back and Bigger Than Ever

2024-01-29 · 45 min · 12 entities

episode page audio

Asserted relationships

→ appeared on Odd Lots podcast

0.66

evidence rules-v4
Why the Short Volatility Trade Is Back and Bigger Than Ever
→ discusses Business concept

0.40

evidence rules-v4
Feed category: Business
→ discusses News concept

0.40

evidence rules-v4
Feed category: News
→ discusses Investing concept

0.40

evidence rules-v4
Feed category: Investing
→ discusses News Commentary concept

0.40

evidence rules-v4
Feed category: News Commentary
→ hosted by Bloomberg company

0.40

evidence rules-v4
Feed author/publisher: Bloomberg
→ discusses Business News concept

0.40

evidence rules-v4
Feed category: Business News

Entities found in this episode

concepts 9

mentioned Business concept

0.50

evidence rules-v4
Feed category: Business
mentioned Investing concept

0.50

evidence rules-v4
Feed category: Investing
mentioned News Commentary concept

0.50

evidence rules-v4
Feed category: News Commentary
mentioned Business News concept

0.50

evidence rules-v4
Feed category: Business News
discusses Business concept

0.40

evidence rules-v4
Feed category: Business
discusses News concept

0.40

evidence rules-v4
Feed category: News
discusses Investing concept

0.40

evidence rules-v4
Feed category: Investing
discusses News Commentary concept

0.40

evidence rules-v4
Feed category: News Commentary
discusses Business News concept

0.40

evidence rules-v4
Feed category: Business News

companys 2

mentioned Bloomberg company

0.70

evidence rules-v4
Feed author/publisher: Bloomberg
hosted by Bloomberg company

0.40

evidence rules-v4
Feed author/publisher: Bloomberg

podcasts 1

appeared on Odd Lots podcast

0.66

evidence rules-v4
Why the Short Volatility Trade Is Back and Bigger Than Ever

Episode description as stored

There are plenty of one-off risks at the moment, but it seems like betting on pretty much nothing happening is more popular than ever. Investors are increasingly reaching for a wide variety of derivatives to bet against volatility. Those derivatives include one- and zero-day options which expire in 24 hours or less, and have become a hot button topic on Wall Street. So what's the impact of this explosion in options trading? Why is it happening at a time when the possibility of major disruptions seems more likely than ever (even if realized volatility remains low)? And what impact could it have on the wider market? In this episode, we speak with Kris Sidial, Co-CIO of Ambrus Group, about the return of the short vol trade. See omnystudio.com/listener for privacy information.