Media
Kris Sidial on What’s Behind the Big Boom in Options Trading
In this episode, we speak with Kris Sidial, Co-CIO of Ambrus Group, about the return of the short vol trade.
JAn 29, 2024
Grant Williams Podcast: the end game
Joining us for this episode is Kris Sidial, Co-Chief Investment Officer of The Ambrus Group, a tail-risk manager specializing in volatility strategies.
AUG 14, 2023
CNBC Options Action: Traders looking for Nvidia to continue rally through Friday
Kris Sidial, Ambrus Group co-CIO, on Nvidia’s stock rally and trader’s continued bullishness around the company.
JUN 14, 2023
FIGuring It Out: Zero Nonsense on 0DTE
Michael Green discusses the 0DTE option market with Kris Sidial of Ambrus Group.
MAY 30, 2023
CNBC Options Action: Options trader makes $16M bet that volatility is about to come roaring back
Kris Sidial, The Ambrus Group co-CIO, on betting on the VIX with CNBC’s Melissa Lee and the Options Action traders.
Apr 19, 2023
Black Swan Funds Have a Moment as Investors Hedge Market Doom
The recent debacle has polarized defensive alternatives in a good way,” said Kris Sidial, co-chief investment officer...
Mar 27, 2023
CNBC Options Action: Traders prep hedges as VIX falls
Kris Sidial of the Ambrus Group highlights a VIX trade. With CNBC’s Melissa Lee and the Fast Money traders, Tim Seymour...
Mar 8, 2023
Why Options Are a More Cash-Efficient and Convex Way to Bet on a Recovery
The Ambrus Group Co-Chief Investment Officer Kris Sidial joins Jill Malandrino on Nasdaq TradeTalks to discuss why optio...
FEB 22, 2023
Capturing tail risk: from uncapped variance swaps to VoKos
Trading desks dealing with derivatives and listed options are having to manage different types of exotic flow coming...
FEB 21, 2023
On The Tape Podcast: All Things Vol with Kris Sidial
Dan and Guy interview Kris Sidial, @Ksidiii on Twitter, of The Ambrus Group (34:55). Kris is the Co-CIO of Ambrus. Before jo...
Jan 24, 2023
Why Options Are a More Cash-Efficient and Convex Way to Bet on a Recovery
Prior to the beginning of 2022, the New York-based volatility arbitrage fund The Ambrus Group postulated a change in the market...
Jan 9, 2023
Volatility Shocks: Positioning for Convex Payouts w/ Kris Sidial
Kris tells of his prop trading roots, before going on to explain the long vol trade and positioning to profit from tail risk events.
September 13, 2022
Saba's Boaz Weinstein, Ambrus' Kris Sidial Discuss Their Unusual Tail Risk Strategies
Most tail risk hedge funds utilize similar strategies, but Boaz Weinstein and Kris Sidial of newcomer Ambrus Group say their strategies differ…
August 26, 2022
Barclays' VXX price jump drives double-digit gains for volatility arbitrage fund
Kris Sidial, a co-founder at volatility arbitrage fund The Ambrus Group, told investors the firm was betting that extreme price moves in some…