The Revival of the Volatility Risk Premium

In recent years, selling options has returned to the remarkable profitability that was once a hallmark of the business. This article serves as an introduction to options in the oil market, explaining strong performance in light of changing composition of market participants.

Authors

Publication Details

Journal
Wilmott
Published
2025-06-11
DOI
https://doi.org/10.54946/wilm.12148
Primary Topic
Insurance and Financial Risk Management
Type
article
Field-Weighted Citation Impact
0.00
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article

The Revival of the Volatility Risk Premium

Ilia Bouchouev
Wilmott
Insurance and Financial Risk Management
article

The Revival of the Volatility Risk Premium

Ilia Bouchouev
article en

Abstract

In recent years, selling options has returned to the remarkable profitability that was once a hallmark of the business. This article serves as an introduction to options in the oil market, explaining strong performance in light of changing composition of market participants.

WilmottVol. 2025(138)
Openalex Percentile: Top 81%
Insurance and Financial Risk Management
DOISourceOpenAlex
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The Revival of the Volatility Risk Premium — Ilia Bouchouev · Wilmott (2025) | TGRS Research Map | TGRS