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@peualgos
Peu
@peualgos
Options & Volatility
Orange : Implied Volatility (IV 30d ATM) 14.8%
Green : Realized Volatility (30d) 11.6%
VRP = 3.2%

Based on your current options knowledge, what would you do?
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May 16, 2026 · 06:03 PM · 99 views · Commons
1 Reposts
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4 Replies
@quantguild
Roman Paolucci Mod FOUNDER
@quantguild · May 16, 2026 · 06:11 PM
FOUNDER
Against “conventional” wisdom of taking long vol regressions show more edge taking in short vol even after windows of vol decline (crazy but not contrary to standard theory), I continue to look for premium and don’t mind bearing some downside equity risk
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@schizo
SchizoMoneyApe
@schizo · May 16, 2026 · 06:29 PM
sell options every time IV peaks works like a charm.
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@pretoninho
Pretoninus II Mod FOUNDER
@pretoninho · May 17, 2026 · 09:17 AM
FOUNDER
Long and short some vol spike
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