My take on YOLO short squeeze and volatility..

I guess much has been said/written/memed about the most recent r/WSB YOLO short squeeze, and tbh have nothing really smart to add... but i'm puzzled by the pro-investment community reaction to this (namely HFs, bank sales desks

and prop traders)...

While squeezing traders position has long been a guilty pleasure of the Hedge Fund community (and few aggressive banks, with questionable motives to skew prices), everybody seem to be shocked that retail traders do that, and running a decent risk management
scheme...

My best recollection of a brutal position squeeze was the $12bn JPM lost on CDX spread (aka, the London Whale)

https://t.co/bDHAL2UwpX

Back in these days the entire market knew that JP's trader was, in fact, the entire position in the illiquid index (off-the-run)
so almost every credit trader that I knew traded against that position... Now, that's perfectly legal right? it's not crossing any legal boundaries of price manipulation, so why is it ok for pro traders to do that but it becomes shocking when your neighbor's kid does that?
and the CDX example is only one of a handful of examples of skewed position that got squeezed hard, the only difference is the orderbook distribution...

While in "normal" markets orderbook distribution oscillates between normal to slightly skewed, in the YOLO case I think that
orderbook is anything but "normal" (perhaps somewhere between lognormal to pareto distribution, of not Log-Cauchy distribution), so this is where things get really interesting imo - The volatility

If you trade options on YOLO stocks you DON'T trade vol, you trade hype...
volatility (in B-S world) implies :
1. some kind of continuous distribution
2. ability to dynamically hedge your delta exposure continuously

If your favorite YOLO stock don't hold these conditions, the implied vol is just a derivative of your MM risk tolerance...
especially when you buy 1-week 2dte call

Lastly, it seems like that as RH favorites loose their appeal (see $TSLA, $GLD, $AAPL) their vol drops significantly, so the only smart idea I have at the moment is to try and detect when they stop playing with their flavor of the week
and move on...

This could go on and on until something changes in the risk environment (or any other geopolitical event happens).

Trade safely

More from Finance

Ok here is the explanation. Grab a cup of coffee and read on. If you have not read/noticed this, you will see intraday options movement in a new light.


Say we have two options, one 50 delta ATM options and another 30 delta OTM option. Normally for a 100 point move, the ATM option will move 50 points and the OTM option will move 30 points. But in a high volatile environment, the OTM option will also move nearly 50 points

To understand why this happens, first understand why an ATM option is 50 delta. An ATM option has the probability of 50% of expiring as ITM. The price just has to close a rupee above the strike for the CE to be ITM and vice versa for PEs

Now think of a highly volatile day like today. If someone is asked where the BNF will close for the day or expiry, no one can answer. BNF can close freakin anywhere, That makes every option of an equal probability of being ITM. So all options have a 50% probability of being ITM

Hence, when a huge volatile move starts, all OTM options behave like ATM options. This phenomenon was first observed in the Black Monday crash of 1987 at Wall Street, which also gave rise to the volatility skew/smirk

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