“In 2022, the Deribit Implied Volatility Index, a measure of implied volatility on BTC and ETH options, has trended lower into the auctions period,” Two Prime said. “For 100% of occurrences 4 to 7 hours leading up to the auction, volatility has fallen as short open interest pushes [options] premiums lower.”
from Trading Strategies – My Blog https://ift.tt/G742F8N
via IFTTT
No comments:
Post a Comment