| Time | Details |
|---|---|
| 2024-07-17 13:36 |
BTC and ETH Uptrend Stalls, Implied Volatility Rises
According to @GreeksLive, the uptrend in BTC and ETH has stalled, but implied volatility (IV) across all major terms continues to rise. IV has historically responded to the market with a relative lag. Over half of the BTC options block trading volume is coming from active traders. (Source) |
| 2024-08-01 12:50 |
Dvol Index Drops Significantly, Indicating Low Crypto Market Volatility
According to Greeks.live, the Dvol Index has dropped nearly 15% from 62% to 48% since July's monthly delivery. This significant decrease indicates that overall implied volatility (IV) levels are very low, with only three weeks of the year showing lower levels. This trend highlights a visible decline in the volatility of the cryptocurrency market. (Source) |
| 2024-08-15 15:40 |
Market Volatility Expectations Fall After PPI and CPI Releases
According to Greeks.live, the release of the Producer Price Index (PPI) and Consumer Price Index (CPI) in quick succession has led to a significant reduction in market volatility expectations. This has resulted in a notable decline in implied volatilities (IVs) across all major maturities. Specifically, short-term IVs have decreased by over 20% over the past week, while mid- to long-dated IVs have also experienced a decline. (Source) |
| 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) |
| 2024-08-27 15:17 |
Cryptocurrencies Enter Pullback Trend with Falling Implied Volatility
According to @GreeksLive, cryptocurrencies are entering a pullback trend following multiple unsuccessful attempts to hit resistance levels. Implied volatility (IV) has significantly decreased across all major terms, with Bitcoin's Dvol currently below 50%. This level of IV has only been observed 30% of the time in the past year. (Source) |
| 2024-08-27 15:17 |
Cryptocurrencies Enter Pullback Trend with Falling Implied Volatility
According to @GreeksLive, cryptocurrencies are experiencing a pullback trend after multiple unsuccessful attempts to break resistance levels. Implied volatility (IV) has significantly decreased across all major terms, with Bitcoin's Dvol currently below 50%. Notably, this level of IV has only been observed 30% of the time in the past year. (Source) |
| 2024-09-01 19:02 |
BTC Options Analysis for September 2024 Expiry
According to @jlabsdigital, the current BTC price is assumed to be $60,000. For the options expiring on September 27, 2024, traders should identify out-of-the-money (OTM) puts and calls. Specifically, OTM calls with strike prices above $60,000 include BTC-27SEP24-65000-C with an implied volatility (IV) of 50.84 and BTC-27SEP24-70000-C with an IV of 53.58. (Source) |
| 2024-09-02 19:33 |
Implied Volatility Trends for September
According to Greeks.live, the focus is on the trends in implied volatility (IV) as the market heads into September. Traders should pay attention to how IV is moving, as it can indicate potential price swings and trading opportunities in the cryptocurrency market. (Source) |
| 2024-09-03 01:19 |
Anticipated Volatility in Crypto Markets
According to @GreeksLive, implied volatility (IV) is currently low for upside calls, which may indicate a strategic opportunity for traders. However, it is important to note that we are entering a month expected to experience significant volatility. Traders should be prepared for potential market fluctuations. (Source) |
| 2024-09-05 15:35 |
Greeks.live Focuses on IV and Delta Monitoring
According to Greeks.live, their trading strategy primarily involves analyzing implied volatility (IV) and monitoring delta. This suggests a focus on options trading and risk management through these key metrics. (Source) |
| 2024-10-24 09:19 |
October Expiry Approaches with Limited Crypto Inflows
According to GreeksLive, the October monthly expiry is imminent, and the month has not met expectations. Factors such as the upcoming election and interest rate cuts have not resulted in significant positive news or inflows for cryptocurrencies. The implied volatility (IV) for the election week remains at 55%, indicating market uncertainty. (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) |
| 17:19 |
IBIT Volatility Trading Above Deribit
According to JSterz, the implied volatility (IV) for IBIT is currently trading 10% higher than the volatility levels observed on Deribit. This indicates a significant difference in market expectations for IBIT compared to the options on Deribit, which could suggest increased uncertainty or anticipated movement in IBIT's price. (Source) |
| 17:19 |
IBIT Volatility Premium Over Deribit
According to JSterz, the implied volatility (IV) for $IBIT is currently trading 10 percentage points higher than on Deribit. This indicates a significant premium, suggesting increased market activity or anticipated price movements for $IBIT compared to the general market sentiment on Deribit. (Source) |