Calm — collecting
Vol shock
gate low — steady premium flows to the collecting side
The volatility-premium collector hit by a volatility shock
market
market
customer
hedge flow
2 · the exposure
vol gate
1 · the franchise
3 · the shock
4 · the tell
premium book
collecting side
sells the other side
steady carry
small, steady
directional book
leveraged · AI exposure
long the AI trade
×
members' equity
vol spike
short-vol invert
signature
loss ≈ ⅓ of equity in one month
firm-specific
directional mishap
systemic
unwind