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April 30 Crypto Option Volatility Research Report ETH is only cool for 3 seconds, and the market lacks hot spots after the ETF goes silent I. Core Views: 1-Yesterday, Coincall launched the platform currency Call, and the current price is maintained at 0.2 U. Many players complained that the price is not high. I personally think that instead of rushing up and falling back to let many players stand guard at high positions, it is better to steadily empower and pull the market? (As shown below) 2-Recently, BTC's ETF has continued to have a net outflow. It is estimated that this is a phased action. It is necessary to observe whether it continues. If it continues, it is a configuration demand 3-The implied volatility of options continues to fall. In the absence of hot narrative stimulation in the short term, it is expected that the implied volatility will fall easily and rise hard 4-At present, the overall liquidity is not good, and the proportion of copycat targets is controlled. 2. Option block trading BTC top 1 trading is naked buy call option position (490) buy BTC-28JUN24-65000-C ETH top 2 trading is naked buy call option position (3000 and 2000) buy ETH-3MAY24-3350-C buy ETH-31MAY24-3400-C 2,000 Published in Sol Planet 3. Macro market I have mentioned Tesla target at least 3 times in the planet before, and also prompted spot buying below 155. The option strategy timing recommends a combination of long-term and short-term RR strategy. If you are a private class player who has not followed, opened a US stock account, and have an understanding of Tesla, you should reflect on this wave. There is a high probability that a new round of narratives will start in the A-share market, and ZC's boundary conditions and foreign capital allocation have been arranged in advance. Players who have spot or option positions in the A-share market need to take a close look at my daily A-share options research report in the next few days, which details the options strategies used.

April 30 Crypto Option Volatility Research Report

ETH is only cool for 3 seconds, and the market lacks hot spots after the ETF goes silent

I. Core Views:

1-Yesterday, Coincall launched the platform currency Call, and the current price is maintained at 0.2 U. Many players complained that the price is not high. I personally think that instead of rushing up and falling back to let many players stand guard at high positions, it is better to steadily empower and pull the market? (As shown below)

2-Recently, BTC's ETF has continued to have a net outflow. It is estimated that this is a phased action. It is necessary to observe whether it continues. If it continues, it is a configuration demand

3-The implied volatility of options continues to fall. In the absence of hot narrative stimulation in the short term, it is expected that the implied volatility will fall easily and rise hard

4-At present, the overall liquidity is not good, and the proportion of copycat targets is controlled.

2. Option block trading

BTC top 1 trading is naked buy call option position (490)

buy BTC-28JUN24-65000-C

ETH top 2 trading is naked buy call option position (3000 and 2000)

buy ETH-3MAY24-3350-C

buy ETH-31MAY24-3400-C

2,000

Published in Sol Planet

3. Macro market

I have mentioned Tesla target at least 3 times in the planet before, and also prompted spot buying below 155.

The option strategy timing recommends a combination of long-term and short-term RR strategy. If you are a private class player who has not followed, opened a US stock account, and have an understanding of Tesla, you should reflect on this wave.

There is a high probability that a new round of narratives will start in the A-share market, and ZC's boundary conditions and foreign capital allocation have been arranged in advance.

Players who have spot or option positions in the A-share market need to take a close look at my daily A-share options research report in the next few days, which details the options strategies used.

Disclaimer: Includes third-party opinions. No financial advice. See T&Cs.
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5月8日 加密期权市场波动率研报 震荡降波时间,留给善猎者充分的等待时间 赛事提示:U本位KYC简单(选HK)的第三方资金托管的期权交易平台,(开启交易挖矿,可以获得平台代币call)近期比赛每人保底 150-200U 一、核心观点 1-现货ETF维持净流入,稳定币增量有限,市场横盘震荡 2-BTC 以及主流山寨期权标的持续降波中,做空波动率玩家继续 YYDS 3-BTC 昨日推荐了对角价差策略,远端赚取 20% 波动率价差;近端亏了约 25% delta 和 Gamma 收益;我个人BTC 账户整体牛中到牛后期间,会持续打磨和布局这个策略 4-ETH 目前5月仍有不错的波动率溢价,我个人就简简单单做 CC 策略,准备逐步调仓到其他核心资产 5-持续深耕几个山寨标的,把一些零碎资产和标的逐步堆到核心标的上面去,加密期权市场不覆盖超过 5 个关键标的,少即是多。 二、期权大宗交易 BTC 有2个大宗头寸(对角价差,和我昨天做的类似;垂直价差多做 9月份) buy BTC-28JUN24-80000-C + sell BTC-28JUN24-90000-C sell BTC-27SEP24-110000-C + buy BTC-27SEP24-65000-C ETH 有1个 4000 颗的头寸,做了对角价差策略: sell ETH-26JUL24-5500-C + buy ETH-28JUN24-4000-C Sol 星球内提示 三、其他山寨 如下图 👇 ,最近一周在 BIT 交易山寨期权,收益比较稳健,过去 6 个月稳步拉升净值,本周收益 23% 。 慢慢来,这套策略的 sharp 和卡玛是适合我自己性格的,也是适合资管策略的。 四、其他宏观市场 美股继续做3个标的期权策略,无新增,少即是多 美国经济数据大幅低于预期。包括美国最新一期非农就业数据,以及失业率创了过去6个月最差,美国最新一期制造业PMI数据跌破50枯荣线。 美联储最新一期议息会议因为经济压力,被动偏鸽派。鲍威尔明确释放不会重新加息信号,海外市场对美元首次降息的预期重新调整到9月。 日元多次大幅干预,叠加美联储偏鸽,美元指数大幅回落,人民币加速升值到7.19。而且人民币的升值不同于日元的主动干预,是从4月中旬就已经开始的。
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