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Is risk mispriced in multiple markets?

There's a potential warning sign showing up in the options pricing differential between implied volatility and realized volatility over a 30 day period. This discount has shown up before periods of heightened left tail risk occurred in 2022. Let's dive into Tradewell.app to visualize this phenomenon across several ETFs.

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1 Comment


TraderBoog
Mar 27, 2022

I'm not nearly smart enough for advanced options strategy but I bought QQQ June and Sept puts on Thurs/Fri and if the rally continues this week I'll buy more.

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