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Vol swaps versus variance swaps

Thread starter #1
H guys,

Does anyone know why for variance swaps we can hedge them with options but for volatility we cannot hedge them with options? I understand delta hedging versus static replication so I don't need an explanation of that. Vol swaps expose you to sheer volatility of the asset rather than its price. Isn't that what variance swaps do as well given that its vol squared? these 2 sound like the same thing to me so I would just like to know why its easier to hedge variance swaps in general versus volatility? I readsome posts on this and Im still not clear.