the term structure of 'realized' volatility (?)

Discussion in 'Options' started by ducatista, Mar 31, 2022.

  1. listening to a podcast and the interviewee mentioned his observation of the backwardation of the 'realized vol term structure' - ive never heard this before. is he simply referring to the realized backwardation of the implied term structure? or is he measuring RV in some unique way and plotting some "term structure" of his RV values in some way (and if so, anyone have any suggestions how this could be done?)

    around the 29:00 mark - M
     
  2. Would make sense in futures

    GAT