There has been a good deal of talk in option and other trading circles lately about how high realized volatility is, even though implied volatility has begun to taper off. Which one is “right?”
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Over the years, I’ve written extensively about the $VIX/SPY hedged strategy, a position that allows traders to take advantage of the inverse relationship between volatility and the stock market. The strategy is designed to profit from large market moves in either direction, but its real power emerges when an “edge” appears—such as when $VIX futures trade at a sizable premium or discount to the $VIX index.
