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

factualpending

Speaker

Nick Larrnick

Evidence Quote

vix at around 13... expected moves each day are about point seven percent... selling premium... is more risky... be cautious

Source

MacroVoices #386 Lyn Alden: Energy, Inflation & much moreMacro Voices
Created: 8/12/2026, 6:09:36 PM

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