SignalPlus Volatility Column (20240612): Pre-market Rebound

avatar
SignalPlus
1 months ago
This article is approximately 360 words,and reading the entire article takes about 1 minutes
In terms of options, the front-end IV rose sharply as the US economic event gradually approached, and the far end was also slightly adjusted upward. In terms of trading, with the price rebound, low Vol Skew and a sharp increase in IV, the front end did not continue the Put Flow yesterday.

SignalPlus Volatility Column (20240612): Pre-market Rebound

SignalPlus Volatility Column (20240612): Pre-market Rebound

Tonights CPI data, FOMC meeting decision and the Feds outlook on interest rates are undoubtedly the focus of market attention. The 10-year U.S. Treasury yield has slightly given up its gains to around 4.40%. The BTC price still maintains a high correlation with it, rebounding at the $66,000 support level, recovering half of yesterdays losses and rising to below $68,000.

SignalPlus Volatility Column (20240612): Pre-market Rebound

Source: Investing

SignalPlus Volatility Column (20240612): Pre-market Rebound

Source: TradingView

In terms of options, the front-end IV rose sharply as the US economic event gradually approached, and the far-end was also slightly adjusted upward. In terms of trading, with the price rebound, low Vol Skew and a sharp increase in IV, the front-end did not continue to buy Put Flow yesterday. On the contrary, a large number of bullish strategies were established yesterday. The more representative ones on BTC are 13 JUN 68000 vs 69500 Call Spread (1287 BTC per leg) and 28 JUN 65000 vs 75000 Risky (450 BTC Per leg); on the other hand, the president of The ETF Store expects that the ETH Spot ETF S-1 document will be approved before the end of June, and the overall call option purchase ratio of ETH has also increased significantly. 25 dRR has risen above zero as a whole, close to the highest value of the data in the past three months; in addition, under the overall upward trend of IV, ETH 28 JUN 24 IV has slightly declined, and the main driving factor may be from several large Short Straddle strategies.

SignalPlus Volatility Column (20240612): Pre-market Rebound

Source: Deribit (as of 12 JUN 16: 00 UTC+ 8)

SignalPlus Volatility Column (20240612): Pre-market Rebound

Source: SignalPlus, Front-End IV surges ahead of release of important US economic data

SignalPlus Volatility Column (20240612): Pre-market Rebound

Source: SignalPlus, ETH Vol Skew has risen sharply overall

SignalPlus Volatility Column (20240612): Pre-market Rebound

Data Source: Deribit, overall distribution of ETH transactions

SignalPlus Volatility Column (20240612): Pre-market Rebound

Data Source: Deribit, overall distribution of BTC transactions

SignalPlus Volatility Column (20240612): Pre-market Rebound

Source: Deribit Block Trade

SignalPlus Volatility Column (20240612): Pre-market Rebound

Source: Deribit Block Trade

SignalPlus Volatility Column (20240612): Pre-market Rebound

You can search for SignalPlus in the Plugin Store of ChatGPT 4.0 to get real-time encryption information. If you want to receive our updates immediately, please follow our Twitter account @SignalPlus_Web3, or join our WeChat group (add assistant WeChat: SignalPlus 123), Telegram group and Discord community to communicate and interact with more friends. SignalPlus Official Website: https://www.signalplus.com

Original article, author:SignalPlus。Reprint/Content Collaboration/For Reporting, Please Contact report@odaily.email;Illegal reprinting must be punished by law.

ODAILY reminds readers to establish correct monetary and investment concepts, rationally view blockchain, and effectively improve risk awareness; We can actively report and report any illegal or criminal clues discovered to relevant departments.

Recommended Reading
Editor’s Picks