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SECTOR ETFXLEXOPMIXEDCore thesis · 5/5

No single ticker was named. Oil & gas ETFs are one way for retail investors to get exposure. Not a recommendation.

Short implied volatility during extreme commodity spikes

The guest argued that selling options during extreme spikes in commodity implied volatility yields superior risk-adjusted returns because volatility is mean-reverting, unlike price.

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Short implied volatility during extreme commodity spikes · Zortix