Now live on Amazon: Beyond Gamma Exposure

The CrossVol desk's playbook for reading volatility — written down. Nine chapters, five dated war stories, four lenses.

By Djellal Djouad

CrossVol Team & Djellal Djouad

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Further reading

• The Volatility Risk Premium Explained: Why Implied Beats Realized

• Risk Reversal Skew Explained: Reading Put vs Call Implied Vol

• Fully loaded, and the tail is bid