Greeks.live: Market sentiment tends to be cautiously optimistic, BTC remains strong in the short term

PANews reported on February 13 that Greeks.live macro researcher Adam posted on the X platform: "Market sentiment tends to be cautiously optimistic, and BTC remains strong in the short term. The group is paying attention to 94,000 as an important support level. Breaking through this level may start a new round of rise.

Options Strategies and Hedging Discussion:

  • Currently, both IV and RV are at low levels. The group discussed following the big players to sell both call and put options.
  • In currency-margined option trading, there are differences in Delta calculations between forward and near-term options. It is recommended to use static hedging rather than DDH tools.
  • When discussing Vega neutral strategies, it is recommended to hedge raw Vega rather than normalized Vega based on the Deribit calculation system;
  • Volatility arbitrage is not strictly risk-free arbitrage, but a statistical arbitrage strategy for obtaining volatility risk premium. "
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Author: PA一线

This content is for informational purposes only and does not constitute investment advice.

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