Quick 15 minute rewind session. Going back to Season 3 to highlight some of my “Bad Ideas” with @bennpeifert youtube.com/watch?v=KnjR0B…
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@choffstein @bennpeifert BTC & ETH ivol on Deribit uses the same methodology as CBOE for VIX. insights.deribit.com/exchange-updat… the same quadratic convexity in VIX vs. VAR swap is acutely sharper in crypto options. there's a no shortage of retail crypto put sellers making the same apples for oranges argument.