The Derivative

Carmika Partners Unpack the August Volatility Spike and Complexities of Options Trading


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In this episode, we explore the world of options trading with Martin Vestergaard and Michael Cameron from Carmika Partners. The conversation begins with an in-depth analysis of the volatility spike that occurred in early August, as Vestergaard and Cameron share their insights on the market dynamics and the impact on their trading strategies. The discussion then delves into the growing influence of daily options and the challenges of navigating a highly electronic and technical market. Vestergaard and Cameron provide valuable perspectives on the importance of understanding current market conditions and adapting trading approaches accordingly. Listeners will get an

inside look into Carmika’s quantitative approach to options trading, with a focus on modeling implied volatility and skew across the options curve. We also discuss their industry backgrounds, where volatility trading may be heading next, and more. Whether you're an experienced options trader or looking to expand your knowledge, this episode offers a wealth of practical information and thought-provoking perspectives on the complexities in today's options landscape. SEND IT!


Chapters:

00:00-01:38 = Intro

01:39-24:15 = August 24’ Vol spike recap

24:16-38:40 = a Quantitative Approach to Options trading

38:41-50:10= Complexities in Options landscape in 2022

50:11-01:05:43= Experience & Expertise – Backgrounds

& Approach

01:05:44-01:13:38= Evolving Options

01:13:39-01:28:37= Navigating Volatility & Skew

01:28:38-01:33:31= Lessons Learned


Follow along with Carmika Partners on LinkedIn with Martin Vestergaard & Michael Cameron and check out their website at carmikapartners.com for more information!


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The DerivativeBy RCM Alternatives

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