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Hedging - VIX


alwaysinvert

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Resurrecting this, since I found this interesting interview with the inventor of the VIX. I didn’t know for example that index puts tend to be overvalued systematically since institutions buying them, but individual stock options are not:

https://www.bloomberg.com/news/articles/2020-05-15/the-father-of-the-fear-gauge-says-he-feels-reassured-by-the-vix

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