June 11 Crypto Option Volatility Research Report

Will 32W#Kascall options return to 0?

I. Core Views

1- ETF net inflow, perpetual fund rate is 0 or negative, market sentiment is very weak under the upper waterfall; subjective judgment BTC will have a big fluctuation this week, the reason was mentioned yesterday.

2- The options market has given a clearer judgment on the direction, and the implied volatility of the call option on Friday 14th this week has moved up significantly

3- The#Callthat the planet and private class group have reminded several times continues to pull up, with a 50% increase in recent days

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4- Kas As the title, continue the pattern, if you stop profit or stop loss, you will be notified daily.

2. Option block trading

BTC has a diagonal strategy with 200 positions

buy BTC-27SEP24-90000-C + sell BTC-28JUN24-70000-C

ETH has bull and bear spread strategies of 4000 and 2300 respectively

buy ETH-21JUN24-3850-C + sell ETH-21JUN24-3900-C

sell ETH-14JUN24-3300-P + buy ETH-14JUN24-3500-P

Sol has no obvious guiding significance

3. Macro market

This week is very important for global investors.

At the data level, the United States will release CPI data, which will have a great impact on the bond, commodity and stock markets. I personally judge that the possibility of US inflation exceeding expectations in May is very low.

At the event level, the Federal Reserve’s interest rate meeting this week will have economic forecasts, so it is more important. The main focus of this interest rate meeting is actually on the future economic growth rate and central interest rate. The short-term impact is not significant, mainly at the expectation level.

It is expected that the crypto market will also choose a direction, so wait and see.