How the election volatility premium collapsed, why hedges rolled down instead of off, and what negative gamma leaves in place below the S&P 500.
volatility risk premium
Index Put Protection Is Cheap With 10-Year Treasury Bonds at 5.3%
SpotGamma founder Brent Kochuba joined tastylive to explain why index put protection stays cheap with the 10-year at 5.3% and bond volatility climbing.