| Time | Details |
|---|---|
| 2024-08-23 04:25 |
IV-RV Spreads Neutral, Premiums Not Attractive for Trading
According to @nzrnrdn, the IV-RV (Implied Volatility - Realized Volatility) spreads have been deeply negative recently, making it unwise to short. Currently, the spreads are neutral, but the premiums are not appealing enough to engage in trading. As a result, traders might consider staying on the sidelines for the time being. (Source) |
| 2024-08-23 16:23 |
Significant Decrease in 1-Day Implied Volatility
According to Greeks.live, there has been a notable decrease in 1-day implied volatility from 54 to 41. Additionally, the 1-week implied volatilities were higher than the realized ones, indicating it may be time for recalibration in the market. (Source) |
| 2024-08-23 16:23 |
Significant Decrease in 1-Day Volatility and Misalignment in 1-Week Implied Volatility
According to @GreeksLive, there has been a notable decrease in 1-day implied volatility from 54 to 41. Additionally, the 1-week implied volatilities were higher than the realized volatilities, indicating a need for re-calibration. This suggests that the market's expectations were not met, and adjustments are necessary for more accurate future predictions. (Source) |
| 14:43 |
BTC Reaches New Highs Amid Volatility, Short Vega Strategy Not Recommended
According to TheCookCapital1, Bitcoin (BTC) has reached new price highs, accompanied by significant market volatility. The 1-month realized volatility (RV) is over 50%, and the 1-day/1-week RV exceeds 70%, which is notably higher than the implied volatility (IV). In this environment, a Short Vega strategy is not advisable. Additionally, there is a surge in meme coin interest, attracting substantial capital. (Source) |