The Derivative

Sequencing, Skew, and (Option) Strikes with Hari Krishnan


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We’re joined by option guru and author of ‘The Second Leg Down’ in this episode to talk through the real-time test of market crashes and volatility dynamics we’ve witnessed since February. Is our guest’s theory on volatility sequencing proving its worth in this environment of bigger VIX spikes, oil going negative, and retail trader flow? Hari Krishnan has all the insight on how to survive during volatile periods. Our conversation with Hari also includes: hobby jogging marathoning, basic income options trading checks, gamma driving prices, San Sebastian, selling unlimited retail, the gamma phenomenon, window dressing/skew/& monetization inside Hari’s strategies, Hari Krishnan cult movement, the new effects of VIX spikes, a broken fly, chaos theory,  panic options trading, if we actually saw a second leg, option selling accessibility for everyone, the temptation of selling options, hedge funds bailing on office real estate, fractals, and market crisis in stages rather than single events.


Chapters:

00:00-02:01 = Intro

02:02-17:24 = Background

17:25-36:34 = The Rotation of Hedges

36:35-54:13 = Real-time Thesis Test & Broken Fly’s

54:14-1:07:44 = Is This the Golden Age of Options?

1:07:45-1:12:45 = Favorites


Follow along with Hari on the SCT Capital Management website & LinkedIn, and read his book Second Leg Down.

And last but not least, don't forget to subscribe to The Derivative, and follow us on Twitter, or LinkedIn, and Facebook, and sign-up for our blog digest.

Disclaimer: This podcast is provided for informational purposes only and should not be relied upon as legal, business, or tax advice. All opinions expressed by podcast participants are solely their own opinions and do not necessarily reflect the opinions of RCM Alternatives, their affiliates, or companies featured. Due to industry regulations, participants on this podcast are instructed not to make specific trade recommendations, nor reference past or potential profits. And listeners are reminded that managed futures, commodity trading, and other alternative investments are complex and carry a risk of substantial losses. As such, they are not suitable for all investors. For more information, visit www.rcmalternatives.com/disclaimer

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The DerivativeBy RCM Alternatives

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