Filtered by speaker:Charlie McElligott×
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4 results for “market volatility” by Charlie McElligott
market volatility
volatility
...short dated volatility selling, You know, when dealers are stuffed on gamma, it compresses the distribution of outcomes. Right? If market's moving higher, you're selling into that. Market's moving lower, you're shock absorbing.
...realized volatility shock. I wanna go home short delta, like, short the market, but I wanna be short vol because vol squeezed. Vol exploded that day. That was both clients and options dealers. The problem was because of all these second order impacts
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