How to price variance risk premium

Опубликовано: 23 Март 2026
на канале: Predicting Alpha
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00:00 the new way we calculate option premiums
01:38 The formula for calculating VRP
04:05 the 5 key insights we want from the VRP
04:40 Average premium & VRP moving average
05:00 VRP Win Rate
05:40 IV Percentile
07:05 Median Option Volume