Being Right Is Not Enough: Buying Options to Bet on Higher Realized Volatility

Roni Israelov; Harsha Tummala

doi:10.3905/jai.2020.1.109

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Being Right Is Not Enough: Buying Options to Bet on Higher Realized Volatility

Roni Israelov and Harsha Tummala

The Journal of Alternative Investments Fall 2020, jai.2020.1.109; DOI: https://doi.org/10.3905/jai.2020.1.109

Roni Israelov

is the chief investment officer and president of NDVR, Inc., in Boston, MA

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Harsha Tummala

is a managing director at AQR Capital Management, LLC, in Grerenwich. CT

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The Journal of Alternative Investments

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Being Right Is Not Enough: Buying Options to Bet on Higher Realized Volatility

Roni Israelov, Harsha Tummala

The Journal of Alternative Investments Aug 2020, jai.2020.1.109; DOI: 10.3905/jai.2020.1.109

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Being Right Is Not Enough: Buying Options to Bet on Higher Realized Volatility

Roni Israelov, Harsha Tummala

The Journal of Alternative Investments Aug 2020, jai.2020.1.109; DOI: 10.3905/jai.2020.1.109

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