According to TechFlow, Greeks.live analyst Adam said that the quarterly delivery is about to begin at the end of June, and the forward option trading volume has increased significantly this week, mainly in the form of large call option combinations.
Judging from the options data, although RV fluctuates greatly, IV has been relatively stable in the past two weeks, with small absolute values and fluctuation levels. Based on past experience, there is often no big market trend before quarterly delivery.
The trend in the second quarter of this year is relatively weak, which is in line with historical experience in previous years. The trend in the third quarter is generally also struggling, and the end of the third quarter is generally the point when the market recovers.
