The volatility risk premium (VRP) represents the difference between the implied volatility of options and the realized volatility of the underlying asset.
Great topic! There have been a lot of trading around overnight positions in recent years that I have noticed.
It'd be interesting to see how the overnight trading impacts the option risk premium.
This would be an interesting conversation for a live video.
Great topic! There have been a lot of trading around overnight positions in recent years that I have noticed.
It'd be interesting to see how the overnight trading impacts the option risk premium.
This would be an interesting conversation for a live video.