FAQ: Weekend Volatility
Learn why the same implied volatility can mean different things on a Friday versus a Monday. OIC instructor Mat Cashman breaks down how market makers model weekend decay and why Saturdays and Sundays still carry theoretical volatility.
0:00 Expected Move: Valid After Friday?
0:43 Weekend Effect on Volatility
1:23 Theta Based on Calendar Days
1:48 Market Makers Model Monday Morning
2:21 Weekends Not Absent of Volatility
2:56 Can't Hedge on Saturdays/Sundays
3:39 How Many Vol Days in Weekend?
4:29 Different Firms Model Time Differently
5:11 Does This Invalidate Expected Move? No
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