Options glossary · The trade
Volatility spread
Long volatility in one product against short volatility in another, sized so the vega on each side matches. Executed by lifting the market makers across the strikes that matter, so small moves do not force a rebalance.
Where it comes up
Part 4 of the course, Positional volatility trading: taking a view on volatility and one spread worked end to end. See the course →
The full picture
Three and a half hours with the man who traded these
Sven Hubens, ten years an options market maker at Optiver and Maven, adjunct faculty at The Options Institute at Cboe.
- 3h 32m of video in 58 chapters
- 128 slides
- Subtitles in 16 languages
- A certificate a firm can verify
See the course
€59.95 incl. 21% VAT · six months of access
Education, not advice. Amsterdam Investment Club is not licensed by the AFM to give individual investment advice.