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Given the risks of holding short volatility positions overnight, it's natural to wonder if traders would be better off just holding positions during the day session, and then closing everything at the end of the day to avoid the risk. The problem is, ALL the performance of the S&P 500 is happening overnight. In this livestream we went into the statistics on day time performance vs overnight performance, and it's pretty clear short volatility traders still need to hold positions overnight.

Chapters:
0:00 introduction
4:16 Should we exit “Short Volatility” trades and not hold any positions overnight?
30:22 Closing our UVXY butterfly live, and why didn’t we open a new Volatility Trend strategy trade?
35:23 Would it be viable to hold long term January 2024 in the money UVXY Calls for a hedge?
36:51 Can you explain your process for creating, testing, and trading new strategies?
40:49 Do you think buying straddles (long volatility) would be a good strategy for low volatility?
45:13 Talking about M4:M7 VIX futures, and trading the VIXM for long volatility
51:06 Do I believe in random walk theory and normal distributions / probability
53:37 Could the UVXY butterfly be replicated using VIX Options?
56:53 Do I use prices since inception, or rolling 3,5,7 year periods for the percentile rankings?
57:38 When VIX-VOLI is higher than 2, it represents higher out of the money activity
1:01:02 Why would I open a UVXY butterfly when the UVXY Crush Level is positive?
1:06:01 For those that weren’t part of VTS Options, can I give a primer on what to expect?
1:09:54 What are my thoughts on active volatility funds like SVOL or MSVX?
1:13:42 Why do you prefer Butterflies over Iron Condors?
1:20:19 Is the VXX still broken?

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