Latest / The Day Trading Podcast with Fexingo: Active Trading, Charts, and Short-Term Market Strategy
How Day Traders Use the Volatility Risk Premium Trade
Episode 68 of The Day Trading Podcast with Fexingo dives into the volatility risk premium trade — a strategy that sells expensive options to capture time decay while hedging tail risk. Lucas and Luna break down the mechanics using real market data from June 23, 2026: the VIX at 20.30 and VVIX at 91.72. They explain why this spread works, how traders size positions, and what happens when volatility spikes. No hype, just the numbers and the logic. Plus a look at how Alan Greenspan's legacy connects to modern vol trading. Perfect for active traders looking to add a non-directional edge…
The skinny
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