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ConceptExplored in depth · 4/5

Implied vs realized volatility is the options seller's edge

The thesis presented was that the profitability of selling options hinges on capturing the spread between implied volatility (what the market prices in) and realized volatility (what actually happens), analogous to an insurance model.

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The story so far
CONTESTED · 77 MENTIONS · 42 EPISODES · 16 SHOWS
30 JUN 2025 — 14 AUG 2026 · 4D AGO
18 SUPPORT · 7 CHALLENGE · 2 REPEAT · 50 MENTIONED
  1. 30 JUN 2025 · FIRST HEARD
    THE ALPHA EXCHANGE · 7 MENTIONS
  2. 18 EPISODES BETWEEN · 28 MENTIONS
    1. 9 JUL 2025
      GRANT'S CURRENT YIELD PODCAST
    2. 31 JUL 2025
      THE DERIVATIVE
    3. 3 OCT 2025
      GOLDMAN SACHS EXCHANGES: THE MARKETS · 3 MENTIONS
    4. 10 OCT 2025
      GOLDMAN SACHS EXCHANGES: THE MARKETS
    5. 16 OCT 2025
      MACROVOICES
    6. 22 OCT 2025
      THE ALPHA EXCHANGE · 2 MENTIONS
    7. 6 NOV 2025
      THE DERIVATIVE · 5 MENTIONS
    8. 7 NOV 2025
      GOLDMAN SACHS EXCHANGES: THE MARKETS · 2 MENTIONS
    9. 20 NOV 2025
      THE DERIVATIVE
    10. 21 NOV 2025
      THE ALPHA EXCHANGE
    11. 25 NOV 2025
      GOLDMAN SACHS EXCHANGES: THE MARKETS
    12. 5 DEC 2025
      GOLDMAN SACHS EXCHANGES: THE MARKETS
    13. 16 DEC 2025
      THE ALPHA EXCHANGE · 3 MENTIONS
    14. 15 JAN 2026 · CHALLENGES
      THE ALPHA EXCHANGE
    15. 28 JAN 2026
      FORWARD GUIDANCE
    16. 5 FEB 2026
      WHAT BITCOIN DID
    17. 26 FEB 2026
      THE DERIVATIVE
    18. 27 FEB 2026
      GOLDMAN SACHS EXCHANGES: THE MARKETS
  3. 27 FEB 2026
    MASTERS IN BUSINESS
    • Implied vs realized volatility is the options seller's edge · THIS IDEA
  4. 16 EPISODES BETWEEN · 30 MENTIONS
    1. 5 MAR 2026
      THE DERIVATIVE · 4 MENTIONS
    2. 13 MAR 2026 · CHALLENGES
      FORWARD GUIDANCE
    3. 13 MAR 2026
      GOLDMAN SACHS EXCHANGES: THE MARKETS
    4. 13 MAR 2026
      THE ALPHA EXCHANGE · 6 MENTIONS
    5. 15 MAR 2026
      MONETARY MATTERS WITH JACK FARLEY
    6. 19 MAR 2026
      THE ACQUIRERS PODCAST
    7. 19 MAR 2026
      EXCESS RETURNS
    8. 19 MAR 2026
      MACROVOICES
    9. 2 APR 2026
      THE ALPHA EXCHANGE
    10. 10 APR 2026
      THE COMPOUND AND FRIENDS
    11. 11 APR 2026
      EXCESS RETURNS · 5 MENTIONS
    12. 13 APR 2026
      ANIMAL SPIRITS · 2 MENTIONS
    13. 29 JUL 2026 · 3W AGO
      MONETARY MATTERS WITH JACK FARLEY
    14. 31 JUL 2026 · 3W AGO
      THE OPTIONS INSIDER RADIO NETWORK · 2 MENTIONS
    15. 1 AUG 2026 · 2W AGO
      TOP TRADERS UNPLUGGED
    16. 5 AUG 2026 · 2W AGO
      THE OPTIONS INSIDER RADIO NETWORK
  5. 6 AUG 2026 · 2W AGO
    THE OPTIONS INSIDER RADIO NETWORK
  6. 7 AUG 2026 · 2W AGO
    THE OPTIONS INSIDER RADIO NETWORK · 4 MENTIONS
  7. 13 AUG 2026 · 5D AGO
    THE ALPHA EXCHANGE
  8. 13 AUG 2026 · 5D AGO
    THE OPTIONS INSIDER RADIO NETWORK
  9. 14 AUG 2026 · 4D AGO
    BLOOMBERG SURVEILLANCE
  10. 14 AUG 2026 · 4D AGO
    THE OPTIONS INSIDER RADIO NETWORK · 3 MENTIONS
HOW THE SHOWS HAVE DISCUSSED THIS THESIS OVER TIME · NOT A PERFORMANCE RECORD
NOT INVESTMENT ADVICE · A SUMMARY OF WHAT WAS SAID ON THE PODCAST · VERIFY AGAINST THE SOURCE