May 14 Crypto Option Volatility Research Report

ETF approved, in the face of huge liquidity, which option strategy has the highest tolerance?

Register BIT Options Exchange, and win with me with options.

I. Core Views

1- This ETH ETF event missed the short-term long gamma and vega strategies, and I am reflecting on it.

2- Driven by subsequent events, the rise is the least resistance on the huge liquidity surface.

3- The most tolerant bullish strategy is already Call spread, which is friendly to newbies.

4- Advanced players can continue the diagonal spread strategy of BTC and ETH, and the BTC Wyckoff bottom is also obvious.

5- The copycat option Sol has been strong, and there is an expectation of the next ETF target recently. If you don’t have a position yet, use options to build a position quickly [Highlight]

II. Option block trading

BTC bulk naked buy call position doomsday wheel (260 pieces)

buy BTC-24MAY24-69000-C

sell BTC-28JUN24-110000-C + buy BTC-28JUN24-90000-C

(Diagonal spread 225 )

ETH bulk use sell put to do more 14750

sell ETH-31MAY24-3400-P

buy ETH-26JUL24-4500-C + sell ETH-26JUL24-5000-C

Sol see the planet

III. Macro market

Yesterday, the A-share market closed with a medium-term negative line. The trend was weak throughout the day, and the intraday rebound was also weak. Mainly because of Junshi, the A-share market has walked out of a medium-term negative line against the background of the rise of major economies.

Yesterday, only 3.2 billion Northbound funds flowed out, so the subjective judgment is mainly driven by events. It is a pity that the popularity in the market has been dispersed a lot. If it is to rise again, it needs to continue to gather popularity.

This round of real estate exceeded expectations. Several sellers of ZC predicted that the index would rise by about 20-30%. At present, the inertial thinking script has indeed only risen by 25%. The overall old economy haze has not yet dissipated.