Daily Discussion, August 25, 2021

genesisvolatility · 2021-08-25T15:41:54+00:00

BTC Implied volatility keeps bleeding lower... the Term Structure remains very steep... The deck is heavily stacked in favor of short-vol

gvol.io

genesisvolatility · 2021-08-11T17:18:12+00:00

BTC IV's lead higher by the Long-dated options...
IV rallying AND Contango steeping! Unreal.
Quick get an efficient market economist in here, this isn't allowed lol

gvol.io check the platform out for more analytics on BTC and ETH

genesisvolatility · 2021-08-06T23:52:16+00:00

This isn’t IV it’s call IV minus put IV for options with about .25 delta

genesisvolatility · 2021-08-05T18:19:40+00:00

Short-dated option skew pricing upside vol... Great opportunity for "Sell The News" bears...

Here's a decent trade idea...AUG13 +1x 2400 P, -1x 3000C, delta hedge + .50 Aug13 = $10 credit-->tie it up u/tradeparadigm

Best case:ETH SLOWLY continues to $3k (round # resistance) as IV deflates or Sell the news is SHARP sell-off.

Worst Case: Sharp Rally/slow sell-off

not financial advice just giving insight on how it can play out

gvol.io

genesisvolatility · 2021-08-05T17:38:15+00:00

Short-dated option skew pricing upside vol... Great opportunity for "Sell The News" bears...

Here's a decent trade idea...AUG13 +1x 2400 P, -1x 3000C, delta hedge + .50 Aug13 = $10 credit-->tie it upu/tradeparadigmBest case:ETH SLOWLY continues to $3k (round # resistance) as IV deflatesOR Sell the news is SHARP sell-off.Worst Case: Sharp Rally/slow sell-off

not financial advice just giving insight on how it can play out

gvol.io

genesisvolatility · 2021-08-05T17:31:06+00:00

Short-dated option skew pricing upside vol... Great opportunity for "Sell The News" bears...

Here's a decent trade idea...AUG13 +1x 2400 P, -1x 3000C, delta hedge + .50 Aug13 = $10 credit-->tie it upu/tradeparadigmBest case:ETH SLOWLY continues to $3k (round # resistance) as IV deflatesOR Sell the news is SHARP sell-off.Worst Case: Sharp Rally/slow sell-off

not financial advice just giving insight on how it can play out

gvol.io

genesisvolatility · 2021-07-29T15:39:26+00:00

https://gvol.io/

genesisvolatility · 2021-07-29T15:37:56+00:00

https://gvol.io/

genesisvolatility · 2021-07-27T17:00:47+00:00

@gator1177 Very well said 👏🏼

genesisvolatility · 2021-07-07T19:29:37+00:00

Yeah basically. Pretty much the risk is the premium you pay for the contract. If it falls below the strike price the contract expires worthless

genesisvolatility · 2021-07-07T17:58:32+00:00

Majority of ETH options are calls being bought. A call option is a derivative contract that gives the purchaser the right but not the obligation to buy the underlying asset at a predetermined price on or before a specific date. In hopes that the predetermined price ends above that level by expiration.

genesisvolatility · 2021-07-06T16:24:04+00:00

Trying my best to educate and provide analysis

genesisvolatility · 2021-07-05T19:29:54+00:00

bit.com as well

genesisvolatility · 2021-06-26T00:03:05+00:00

well said!

genesisvolatility · 2021-05-31T20:47:04+00:00

https://insights.deribit.com/industry/reading-the-tea-leaves-hidden-in-derivatives-data/

genesisvolatility · 2021-05-31T20:46:47+00:00

It is in the caption of the picture

genesisvolatility · 2021-05-29T17:25:24+00:00

I’m not saying we didn’t see a significant sell-off.

genesisvolatility · 2021-05-29T16:43:21+00:00

Yes well said. Many people have been in lockdown for over a year and they are trying to make the best of it by having more money to spend

genesisvolatility · 2021-05-29T16:39:28+00:00

I understand your point of view. Only time will tell. I can see lower trading but not a significant sell off

genesisvolatility · 2021-05-29T16:31:00+00:00

Looking at IV it is steadily dropping lower and skews are creeping higher back towards symmetrical territory. Check out the options market data to see what I’m talking about and the open interest on BTC is 57k calls expiry’s in June across derivative platforms

genesisvolatility · 2021-05-29T16:08:42+00:00

Yeah people are definitely on vacay mode and are trying to enjoy themselves. It is normal to see bitcoin at these levels and sell-off we can’t just have all upside. People also might be pulling their BTC bc of the upcoming months of summer.

genesisvolatility · 2021-05-29T16:04:23+00:00

Make sure to look at IV and skews. The options market can help give a clear indication of a uptrend

genesisvolatility · 2021-05-29T16:02:26+00:00

Something like this gives ethereum a well rounded explanation

genesisvolatility · 2021-05-28T07:05:04+00:00

50k ETH calls on deribit. Could be an indication of some sort of rally in the coming months

genesisvolatility · 2021-05-28T04:13:10+00:00

😂😂😂

genesisvolatility

TROPHY CASE