Volatility strategies: the concepts, and the risks they carry

Every position on this page is a way of expressing a view on how much a market will move rather than which way. These pages explain the mechanics and, more importantly, where each one breaks. Several carry losses with no structural limit. None of them is a recommendation, and none of them earns anything reliably.

What is volatility strategies? Volatility strategies are positions whose profit and loss depend primarily on the magnitude of an underlying's movement, or on changes in implied volatility, rather than on direction. Long volatility positions pay a known premium for an unbounded payoff; short volatility positions collect a known premium and accept an unbounded loss.

Long Volatility

Long volatility is any position built to gain when volatility increases — typically by owning options — so that its maximum loss is the known premium paid…

A position that gains when volatility rises Intermediate

Short Volatility

Short volatility is any position built to gain when volatility falls — typically by selling options and collecting premium — so that its maximum profit is…

A position that gains when volatility falls Advanced

Long Vega

Long vega is a position whose value rises when the LEVEL of implied volatility rises, independent of whether the underlying actually moves — an exposure t…

Sensitivity to the LEVEL of implied volatility Advanced

Short Vega

Short vega is a position whose value falls when implied volatility rises, giving it a steeply asymmetric exposure in which the entire upside lives in a na…

Negative sensitivity to implied volatility Advanced

Gamma Scalping

Gamma scalping is the practice of holding a delta-hedged long-gamma position and re-hedging it back to flat as the underlying moves, which converts the di…

Converting realised movement into cash Advanced

Delta Hedging

Delta hedging is the practice of holding a position in the underlying that offsets the directional exposure of an option, so that small moves in the spot …

Neutralising directional exposure Advanced

Volatility Arbitrage

Volatility arbitrage is buying an option believed cheap on volatility, or selling one believed expensive, and delta-hedging it so that direction is stripp…

Trading implied against realised volatility Advanced

Dispersion Trading

Dispersion trading is selling volatility on an index and buying it on the index's constituents, a position that profits when the individual names move mor…

Index volatility against constituent volatility Advanced

Calendar Trading Concepts

Calendar trading is taking opposing option positions at the same strike but different expiries, so the trade is not a bet on the level of implied volatili…

Trading the shape of the term structure Advanced

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Frequently asked questions

What is volatility strategies?
Volatility strategies are positions whose profit and loss depend primarily on the magnitude of an underlying's movement, or on changes in implied volatility, rather than on direction. Long volatility positions pay a known premium for an unbounded payoff; short volatility positions collect a known premium and accept an unbounded loss.
How many volatility strategies pages does VolatilityGyan have?
VolatilityGyan documents 9 concepts under Volatility Strategies, each with a plain-English definition, a professional explanation, the formula with every variable defined, an original diagram, worked NIFTY examples, its limitations, common mistakes and at least twenty frequently asked questions.
Where should I start with volatility strategies?
Start with Long Volatility. Long volatility is any position built to gain when volatility increases — typically by owning options — so that its maximum loss is the known premium paid while its profit has no structural ceiling, at the cost of losing a little value to time decay almost every single day.
Educational content only — not investment advice. See our Risk Disclosure.