Rich implied vol. complex, look for short volatility structures
great stuff ... what do you use the volatility cone for? Is there a sentiment read to be had there?
Thanks! The vol. cone is a good gauge of the distribution RV can take... It helps contextualize the IV markets.
great stuff ... what do you use the volatility cone for? Is there a sentiment read to be had there?
Thanks! The vol. cone is a good gauge of the distribution RV can take... It helps contextualize the IV markets.