张无忌wepoets
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Hello everyone, we are establishing a paid group for ice and fire island options, where members can receive one-on-one guidance on options strategies. The validity period is one year.
Those in need can join.
Those in need can join.
Study Notes: Learning the SABR model, modeling through Excel, can retail investors do well in volatility trading using a very simple method?
Construct a delta gamma vega neutral portfolio to earn the second-order premium of volatility and the skew curvature premium.
I asked Ai, theoretically it is possible.
If combined with Ai assistance, building a simple model to automatically compare and discover trading opportunities is feasible.
Construct a delta gamma vega neutral portfolio to earn the second-order premium of volatility and the skew curvature premium.
I asked Ai, theoretically it is possible.
If combined with Ai assistance, building a simple model to automatically compare and discover trading opportunities is feasible.
Is there a Holy Grail in options trading? Yes, it is volatility trading, a long-term trading strategy with positive expected value.
Of course, the so-called Holy Grail is just a metaphor, not mindlessly buying or continuously selling.
First, choose the timing, then select the IV, choose the delta position, and choose the expiration.
High IV options at the delta 0.1 position are the best targets for sellers.
Of course, the so-called Holy Grail is just a metaphor, not mindlessly buying or continuously selling.
First, choose the timing, then select the IV, choose the delta position, and choose the expiration.
High IV options at the delta 0.1 position are the best targets for sellers.
Comparing the gamma ex data of BTC and ETH, it is clear that ETH has a higher potential for volatility. Selling BTC is more stable, while going long on ETH's gamma may yield greater rewards.
If we take it a step further, can we go long on ETH volatility and short BTC volatility for a hedging trade?
Going even further, double sell out-of-the-money BTC. Double buy near-term ETH, double sell long-term out-of-the-money. Create a combination that is suitable for both gamma and theta.
The above is purely personal thought and not investment advice.
If we take it a step further, can we go long on ETH volatility and short BTC volatility for a hedging trade?
Going even further, double sell out-of-the-money BTC. Double buy near-term ETH, double sell long-term out-of-the-money. Create a combination that is suitable for both gamma and theta.
The above is purely personal thought and not investment advice.
Explain the dual selling strategy for shorting volatility on Binance's ETH options.
For example, you can sell call and put options for the end of May.
Choose strike prices with a win rate of around 10%, which corresponds to a delta value of about 0.1. As shown in the picture.
After the dual selling, check your total delta value and try to maintain it around 0.
As prices fluctuate daily, buy or sell contracts to maintain delta neutrality.
You need to calculate it yourself, as Binance does not yet support unified accounts for options.
You can close your position when profits exceed 50%, rolling into a longer term with higher implied volatility.
For example, you can sell call and put options for the end of May.
Choose strike prices with a win rate of around 10%, which corresponds to a delta value of about 0.1. As shown in the picture.
After the dual selling, check your total delta value and try to maintain it around 0.
As prices fluctuate daily, buy or sell contracts to maintain delta neutrality.
You need to calculate it yourself, as Binance does not yet support unified accounts for options.
You can close your position when profits exceed 50%, rolling into a longer term with higher implied volatility.
On weekends, the pancake instead surged, and then fell back near Monday. This kind of trend has been uncommon recently. Weekend liquidity is not as good as on weekdays; does this abnormal surge indicate an intensification of the long-short game? From the perspective of options strategy, shorting volatility recently has been a relatively robust strategy, and betting on price movements is difficult to judge. Instead, a wide double sell can harvest premiums. Selling options with relatively high implied volatility and maintaining delta-neutral hedging works quite well. The hedging frequency can be once each at 8 AM and 8 PM daily. Wishing everyone to be friends with time and gradually become rich~
U.S. inflation surged in March, with the war with Iran driving gasoline prices to the largest monthly increase since 1967, significantly raising overall price pressures.
This weekend, it might collapse a bit. Remember to buy insurance.
Recently, I've been adjusting gamma slightly positive, keeping theta in positive territory, and occasional small collapses and minor gains have been quite good.
This weekend, it might collapse a bit. Remember to buy insurance.
Recently, I've been adjusting gamma slightly positive, keeping theta in positive territory, and occasional small collapses and minor gains have been quite good.
The spot grid effect is good, haha
Comparing BTC and ETH reveals subtle differences in their options data.
Especially, the difference in gamma ex is evident. BTC faces a significant upward resistance gamma wall.
From the skew of IV, it is also clear that bearish sentiment dominates.
If nothing unexpected happens, it is likely to oscillate repeatedly below 70K for a while.
Creating a grid between 65K and 70K should be a good choice.
It may not necessarily use contract grids; spot grids or options grids offer better cost-effectiveness than contracts.
Wishing everyone to be friends with time, collecting rent while hoarding coins, slowly becoming rich~
Especially, the difference in gamma ex is evident. BTC faces a significant upward resistance gamma wall.
From the skew of IV, it is also clear that bearish sentiment dominates.
If nothing unexpected happens, it is likely to oscillate repeatedly below 70K for a while.
Creating a grid between 65K and 70K should be a good choice.
It may not necessarily use contract grids; spot grids or options grids offer better cost-effectiveness than contracts.
Wishing everyone to be friends with time, collecting rent while hoarding coins, slowly becoming rich~
Do some spot grid trading
Why hasn't Binance listed the crude oil contracts yet?
Many exchanges have already done so, and Binance is falling behind this time.
The speed and projects of Tradfi's coin listings are lagging behind competitors.
Come on!
Many exchanges have already done so, and Binance is falling behind this time.
The speed and projects of Tradfi's coin listings are lagging behind competitors.
Come on!
Binance's options have always been lukewarm, and recently there has been little motivation to post in the square.
An old friend told me that she joined Binance.
I'm really happy for her!
I also have more expectations for Binance options; with more talent joining, there should be more motivation to explore new fields.
Options are included in a unified account, and opening cross-margin can strengthen Binance's overall risk control and enhance its pricing power in the market.
The trading volume of Binance's altcoins and memes is enormous, making it a unique soil for developing related options.
Options are the crown jewel of financial derivatives.
In the future of the crypto world, contracts cannot always maintain their glory; the era of options is the future!
An old friend told me that she joined Binance.
I'm really happy for her!
I also have more expectations for Binance options; with more talent joining, there should be more motivation to explore new fields.
Options are included in a unified account, and opening cross-margin can strengthen Binance's overall risk control and enhance its pricing power in the market.
The trading volume of Binance's altcoins and memes is enormous, making it a unique soil for developing related options.
Options are the crown jewel of financial derivatives.
In the future of the crypto world, contracts cannot always maintain their glory; the era of options is the future!
On weekends, sell options that expire on Sunday and short volatility.
This strategy has consistently had a good win rate.
Weekend markets are quiet; in a bear market, you can eat volatility and gradually recover.
This strategy has consistently had a good win rate.
Weekend markets are quiet; in a bear market, you can eat volatility and gradually recover.
In addition to trading spot prices and volatility, is there a third trading target for options?
Currently, the Razor Strategy proposes a third suggested target, which is the cumulative curve of the difference between price deviation (buyer profit) and premium income (seller profit).
The Razor Strategy, or Razor Indicator, has obvious mean-reversion characteristics, is more stable than volatility, and has stronger reversion characteristics and predictability. #剃刀策略
Currently, the Razor Strategy proposes a third suggested target, which is the cumulative curve of the difference between price deviation (buyer profit) and premium income (seller profit).
The Razor Strategy, or Razor Indicator, has obvious mean-reversion characteristics, is more stable than volatility, and has stronger reversion characteristics and predictability. #剃刀策略
A new week, both U.S. and A-shares are reacting to the Iranian risk. At this point, we can rationally analyze the ETH options data and adjust short-term trading strategies.
The risk of uncertainty remains, IV has surged, and panic continues.
From the perspective of IV, the near-term IV has inverted, and the term structure shows a reverse pattern with high near and low far.
From skew analysis, the IV on the put side has surged, indicating that traders have voted with their money, and the bear market panic persists.
From gamma ex analysis, the 2K level remains a key point for the gamma flip contest, and the tug-of-war is expected to continue.
Overall, the risks outweigh the opportunities; at this time, ensuring ample cash flow and implementing a dip-buying strategy is relatively safe. Options can serve this strategy by providing some insurance and collars.
For pure options strategy, the put ratio is still recommended.
The world is not peaceful, and investments should be made cautiously. Wishing everyone steady positions~
The risk of uncertainty remains, IV has surged, and panic continues.
From the perspective of IV, the near-term IV has inverted, and the term structure shows a reverse pattern with high near and low far.
From skew analysis, the IV on the put side has surged, indicating that traders have voted with their money, and the bear market panic persists.
From gamma ex analysis, the 2K level remains a key point for the gamma flip contest, and the tug-of-war is expected to continue.
Overall, the risks outweigh the opportunities; at this time, ensuring ample cash flow and implementing a dip-buying strategy is relatively safe. Options can serve this strategy by providing some insurance and collars.
For pure options strategy, the put ratio is still recommended.
The world is not peaceful, and investments should be made cautiously. Wishing everyone steady positions~
The panic of encryption intensifies
Liquidity shrinks
How to break the deadlock?
Options are a good entry point
Looking forward to Binance options supporting unified accounts soon, improving capital efficiency
Currently, the options still have shortcomings
Liquidity shrinks
How to break the deadlock?
Options are a good entry point
Looking forward to Binance options supporting unified accounts soon, improving capital efficiency
Currently, the options still have shortcomings
Happy New Year to the futures friends of Binance～💋
Binance can now accept deposits and withdrawals via bank transfers! It's really great 👍
To add funds, select the last option for USD bank transfer deposits, supporting multiple currencies, with USD and EUR being the most commonly used.
Deposits and withdrawals to Hong Kong bank accounts are smooth and compliant.
To add funds, select the last option for USD bank transfer deposits, supporting multiple currencies, with USD and EUR being the most commonly used.
Deposits and withdrawals to Hong Kong bank accounts are smooth and compliant.
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