SignalPlus Volatility Column (20231026): ETH rises above 1800, Risky strategy trading is hot

特邀专栏作者

2023-10-26 19:58 (UTC+8)

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BTC closed up 2.5% to $34,707, and ETH climbed to the 1,800 mark again, with an increase of 4.42%. Options ATM IV fluctuated upward, and Vol Skew also increased as the price increased.

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BTC closed up 2.5% to $34,707, and ETH climbed to the 1,800 mark again, with an increase of 4.42%. Options ATM IV fluctuated upward, and Vol Skew also increased as the price increased.

Yesterday (25 Oct), U.S. Treasury yields rebounded, with the 10-year U.S. Treasury yield rising back above 4.9% and now at 4.969%; the two-year U.S. Treasury yield first fell and then rose, now at 5.129%. All three major U.S. stock indexes closed down, with the Dow and SP falling 0.32%/1.43% respectively, and the Nasdaq closing down 2.43%, marking the largest one-day decline since February this year. Tonight (26 Oct) at 8:30 pm, the market will focus on a series of blockbuster data released by the United States, including GPD.

Source: SignalPlus, Economic Calendar

Source: Binance & TradingView

In terms of digital currencies, BTC closed up 2.5% to $34,707, and ETH once again climbed to the 1,800 mark, with an increase of 4.42%. optionsATM IV fluctuates upward，Vol SkewAs prices rise, tooraise,existRiskyIn terms of trading, long risky positions were opened again on BTC 24 Nov/29 Dec, while ETH still showed a relatively balanced trend. The transaction volume of buying and selling Risky reached 25 K/28 K ETH respectively.

In addition, medium and long term (24 No v2 3 ~ 26 Jan 24)Sell near, buy farofCall Option Calendar Spread StrategyIt was also a hot trading spot yesterday. Among them BTC is based ontriangle spreadMainly (sell the call of 24 Nov/29 Dec, buy the call of longer term for protection), ETH is mostly represented by Sell 29 Dec 2200 C vs Buy 26 JAN 24 2200 CCall CanlendarStrategy.

Source: Deribit (as of 26 Oct 16:00 UTC+8)

Source: SignalPlus

Source: Deribit Block Trade

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