With the VIX at 13 and expected daily moves at 0.7%, low volatility creates conditions where selling premium on the put side is risky; asymmetry of risk gets worse as markets go higher and volatility drops lower
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Speaker
Nick LarrnickEvidence Quote
“vix at around 13... expected moves each day are about point seven percent... selling premium... is more risky... be cautious”
Created: 8/12/2026, 6:09:36 PM
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