Gate Research Institute: Options market consolidates with low volatility; fund allocation leans towards call spread structure.

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According to ChainCatcher, Gate Research Institute observes that approximately $2.1 billion worth of BTC and ETH options will be settled this Friday. The BTC and ETH IVs have fallen to 43% and 60% respectively, indicating that market pricing in short-term volatility is cooling. Looking at the BTC 25-Delta skew over the past week, the skew across all maturities has generally trended upwards with negative values converging, reflecting a slight easing in market pricing of downside risk. The ETH skew remains negative overall, but continues to converge. Meanwhile, the largest block trade was a buy BTC-300126-100000-C, totaling approximately 3,225 BTC, with a net premium expenditure of approximately $3.05 million, indicating that mainstream funds are more inclined to establish bullish positions above key support levels.

Gate has exclusively launched a convenient options trading tool – the Rolling Sell Options product – which helps users automatically and continuously sell options within a set period. Users can customize the Delta/Strike contract selection, expiration date setting (T+1/T+2/T+3), sell price execution method, quantity, and optional profit-taking and stop-loss parameters. The strategy will automatically execute the opening position daily and seamlessly transition to the next period after expiration, achieving fully automated operation. This feature supports clear risk indicator displays, margin estimates, and expected trading paths, helping users manage strategy execution more intuitively.

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Disclaimer: The content above is only the author's opinion which does not represent any position of Followin, and is not intended as, and shall not be understood or construed as, investment advice from Followin.
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