October 15, 2020
”‘The short vol trade isn’t what it used to be prior to Covid,’ said Garrett DeSimone, head quant at OptionMetrics. ‘Vol has stayed high in the face of monstrous gains. A lot of profitability appears to lie in the fact that hopefully in the next few months we will see resolution of the election, resolution on the timeline of the vaccine and a stimulus package.’”
Read the full Global Capital article, ‘Short vol opportunities open up amid US options swings,’ featuring OptionMetrics below.