The increased trading volume we bring to OKX options is hitting new highs. Recently, there was a volume of 9 million US dollars in a single day, of which 5 million US dollars were block trades. With our App now compatible with OKX options, we believe the collaboration with OKX
The craze for Pepe and Ordinal, like this, has happened in the past few years. Let's take a look at the trend. Anyway, I have bought some puts, and they are not expensive.
The Volatility Risk Premium (VRP), also known as the Variance Risk Premium, is the difference between the implied volatility and the realized volatility over a certain period of time. This value reflects the current pricing level of the options market compared to the actual
In October, compared to September, we brought an additional 26.4% volume to the cryptocurrency options market. It appears that this momentum is still ongoing. We are actively preparing two game-changing features and will be introducing them to our friends very soon. Exciting
Since Deribit uses Bitcoin to settle options, the actual Delta (Net Delta) obtained by traders paying Bitcoin is BlackScholes Delta minus the premium. We provide this optional column in the quotation table, which is convenient for traders to observe Net Delta intuitively.
An
A few days ago, a trade was made to sell September options with a notional value of up to $100 million, and buy June options while selling a calendar spread, reflecting the whale's bearish view on the volatility level for the next four months.
The current implied volatility (IV)
There might be an arbitrage opportunity given the big difference of btc and eth iv levels.
Selling eth 30 dec 1700 call its strike is 35% higher than spot, iv 86%, generates 22% apr.
Buying btc 30 dec 23000 call strike 36% higher than spot, iv 70%, cost just 10% apr.
I just bought some at-the-money weekly BTC options. I've never seen the implied volatility (IV) of the ask price for weekly crypto options at 38% before. It's really cheap.
Our client's trading volume on Deribit has exceeded 100 million USD per day in the past week, and over 10 million USD per day on OKX in the same period. Thank you all for your support.
In May, crypto options traded by our customers was 2.66 billion US dollars, or equivalent to 97,145 BTC. It is about three times the mining output of the entire Bitcoin network of the month. Widespread adoption of options is on the way.
In the past 7 days, we have achieved 0.5x Paradigm option.
Yesterday, we issued stock certificates to our new shareholders. They should be pleased to see this achievement.
Unfortunately, Paradigm declined our proposal to cooperate in OTC biz and said no to invest in us last
In the bear market of cryptocurrency, trading options on centralized exchanges is the best choice to generate yields while ensuring liquidity and security. I'm Jeff, the CEO of Greeks Live, and I invite you to follow me and our project. We are committed to providing convenient
Selling put spreads works in 75% of time for Bitcoin.
Try Greeks Live Flexibo to build vertical spreads, where you can cut bid ask spread by half, as well as fees halved.
ETH IV is at four-year all time low.
The chart is a box plot, where the thick vertical lines represent the upper and lower quartiles, the central line represents the median, and the upper and lower whiskers represent the highest and lowest values.
How to get free Gamma? Ratio spread, hold for half the time or after profit generated, then roll to a later maturity. Sell 1 ATM contract, buy 2 OTM contracts, earn profit when it rises, and not lose money when it falls. Observe the intraday profit and loss here, and you will
In November, we onboarded 168 new options clients for Deribit, 81 for OKX, and 41 for Bybit. Continuously expanding the boundaries of the crypto options market!
For traders who want to check the full historical volatility of Bitcoin, you can check the price information of BTCUSD on Bitstamp in tradingview. Choose indicator “historical volatility”, and choose sample period as 30 days. This allows you to view the most complete 30d
@satoshiheist
@rush_btc
Here it is
[ has detected a Block Trade!]
Time: 2023-05-15 20:56:33
Instrument: Bought ETH-30JUN23-2200-C
Quantity & Price: 28752.0 @ ⟠0.015
IV: 50.33%
Index Price: $1,825.91
Notional Value in USD: $52,498,564
Premium Value in USD: $787,478
Instrument:
By June 30, Deribit will have $5.5 billion in options due for delivery. According to my previous analysis, the larger the delivery, the lower the market volatility. I could be wrong.
ETH puts are becoming less expensive than calls now. (Risk reversal/skew turn possitive).
Back months skew further a bit, some people are buying protections along the way.
I conducted an analysis of the 24-hour trading volume and open interest of the three options exchanges, Deribit, Bybit, and OKX, at 0800 UTC on Friday, 21st April, and found that the turnover rate of Bybit's options traders is approximately 2.5 times that of Deribit's. This is an
Our clients' monthly trading volume in OKX options has surpassed a milestone of $100 million in notional value for the first time, without any monetary rewards or incentives, solely driven by the attractiveness of the product. We will continue our efforts to further expand the
In 2022, the futures trading volume and options trading volume of the Deribit exchange ware roughly the same. The most recent phenomenon is that the trading volume of options is significantly higher than that of futures trading, and it continues to be so.
The skew of ETH's 0DTE options has gone through the roof. (Puts are much more expensive than calls). Three things today: CPI, FOMC Minutes, and Ethereum Shanghai upgrade. We can read the market sentiment from the options data now.
When selling options, it is advised to hedge the loss potential by buying otm options. Thus, butterfly, condor, call spread and put spread are recommended for yield generating strategies compared to outright naked call or put selling.
Building multi-leg option strategies meets
(3/n)
If we isolate the belly, and look at how expensive ATM vol is for 30 days, over the past 4 years…
Again, this is NOT a reason for something to happen. There still needs to be a catalyst.
That said, the world seems full of unknown, unknowns, right now.
There are two approaches regarding whether to employ the DDH (dynamic delta hedging) strategy when purchasing a straddle.
Continuous DDH allows for the collection of profits from buying low and selling high during normal gamma fluctuations. However, it misses out on the