Imagine you're a trader at a quant fund. You've observed that the market's implied volatility (IV) for a large tech stock – say, Tesla or Nvidia – over the next month, as reflected in short-term options, is significantly higher than your team's forecast for its realized volatility (RV), which is based on historical data and market news analysis. Walk me through how you would design an executable volatility arbitrage strategy. Specifically, detail your trading thesis, the financial instruments you would use, how you would construct and adjust the strategy, its potential risks, and how you would manage those risks.

假设你是一家量化交易基金的交易员。当前市场对某大型科技股（例如，特斯拉或英伟达）未来一个月的预期波动率（通过短期期权隐含波动率衡量）显著高于你团队基于其历史数据和市场新闻分析得出的预期实际波动率。请你设计一个可执行的波动率套利策略，详细阐述你的交易思路、所用金融工具、策略构建与调整、潜在风险以及如何管理这些风险。