What you are suggesting is not too far off from what I’ve written. All layers of the vol market need to be bid in sync for a true spike. In hindsight people may call it a “panic bid” but in reality it is often a strong, deliberate bid in vol first that creates the panic
What you are suggesting is not too far off from what I’ve written. All layers of the vol market need to be bid in sync for a true spike. In hindsight people may call it a “panic bid” but in reality it is often a strong, deliberate bid in vol first that creates the panic
What you are suggesting is not too far off from what I’ve written. All layers of the vol market need to be bid in sync for a true spike. In hindsight people may call it a “panic bid” but in reality it is often a strong, deliberate bid in vol first that creates the panic