15 min listen
The Skinny on Options: Abstract Applications - July 1, 2024 - Inverted Rank Distributions
The Skinny on Options: Abstract Applications - July 1, 2024 - Inverted Rank Distributions
ratings:
Length:
18 minutes
Released:
Jul 1, 2024
Format:
Podcast episode
Description
Jim Schultz reflects on his experience at the Geeks event and discusses the advantages of selling out-of-the-money options, especially during high volatility periods. He introduces concepts like leptokurtosis and inverted rank distributions, emphasizing how volatility expansions cluster observations tightly around the current stock price. This environment benefits premium sellers by widening break-even points and increasing P&L probabilities. A light-hearted exchange about odd food pairings humorously underscores complex market strategies.
Released:
Jul 1, 2024
Format:
Podcast episode
Titles in the series (100)
Market Measures - June 3, 2024 - Volatility Dynamics by The tastylive network