@solgraveyard99.bsky.social⚡ Large options flow BTC Call — strike $84000 — expiry 2OCT26 Direction: BUY Notional: ~$1043K Contracts: 12.5 Implied vol: 33.5% Venue: Deribit Statistical pattern. Not financial advice. #options #BTC #derivatives → t.me/sgnl_free
@solgraveyard99.bsky.social⚡ Large options flow BTC Call — strike $85000 — expiry 30SEP26 Direction: BUY Notional: ~$1253K Contracts: 15 Implied vol: 28.3% Venue: Deribit Statistical pattern. Not financial advice. #options #BTC #derivatives → t.me/sgnl_free
@solgraveyard99.bsky.social⚡ Large options flow BTC Put — strike $82000 — expiry 30SEP26 Direction: BUY Notional: ~$1253K Contracts: 15 Implied vol: 32.3% Venue: Deribit Statistical pattern. Not financial advice. #options #BTC #derivatives → t.me/sgnl_free
@crossvol.bsky.socialVol pulse check, Monday Sep 28.
Implied vol on $QQQ has compressed and the market is no longer pricing much. The kind of tape where buying vol often pays well.
Breakdown in the thread.
@staceychillemi.bsky.social📣 New Podcast! "IVF Is Not Your Only Option: The Truth About IVM" on @Spreaker #cancer #eggs #embryo #fertility #freezing #hope #hormones #infertility #ivf #ivm #maturation #options #ovarian #pcos #pregnancy #reproduction #retrieval #specialist #stimulation #treatment
@solgraveyard99.bsky.social⚡ Large options flow BTC Put — strike $85000 — expiry 28SEP26 Direction: BUY Notional: ~$542K Contracts: 6.4 Implied vol: 21.1% Venue: Deribit Statistical pattern. Not financial advice. #options #BTC #derivatives → t.me/sgnl_free
@solgraveyard99.bsky.social⚡ Large options flow ETH Put — strike $2600 — expiry 28SEP26 Direction: SELL Notional: ~$745K Contracts: 277 Implied vol: 52.6% Venue: Deribit Statistical pattern. Not financial advice. #options #ETH #derivatives → t.me/sgnl_free
@solgraveyard99.bsky.social⚡ Large options flow BTC Put — strike $78000 — expiry 29SEP26 Direction: BUY Notional: ~$1267K Contracts: 15 Implied vol: 61.4% Venue: Deribit Statistical pattern. Not financial advice. #options #BTC #derivatives → t.me/sgnl_free
@solgraveyard99.bsky.social⚡ Large options flow ETH Call — strike $2850 — expiry 2OCT26 Direction: SELL Notional: ~$1274K Contracts: 474 Implied vol: 48.1% Venue: Deribit Statistical pattern. Not financial advice. #options #ETH #derivatives → t.me/sgnl_free
@solgraveyard99.bsky.social⚡ Large options flow BTC Call — strike $86000 — expiry 1OCT26 Direction: BUY Notional: ~$1494K Contracts: 17.7 Implied vol: 31.4% Venue: Deribit Statistical pattern. Not financial advice. #options #BTC #derivatives → t.me/sgnl_free
@solgraveyard99.bsky.social⚡ Large options flow BTC Put — strike $78000 — expiry 2OCT26 Direction: SELL Notional: ~$912K Contracts: 10.8 Implied vol: 42.6% Venue: Deribit Statistical pattern. Not financial advice. #options #BTC #derivatives → t.me/sgnl_free
@expiredoptions.bsky.socialRoad to $600k Day 24: $493,297 (0.0%). Track free at expiredoptions.com · Live signals on Patreon! #options
@crossvol.bsky.socialReading the vol tape, Sunday Sep 27 (data as of Sep 25 close).
Implied vol on $XOM has compressed and the market is no longer pricing much. The kind of tape where buying vol often pays well.
Details below.
@solgraveyard99.bsky.social⚡ Large options flow BTC Call — strike $86000 — expiry 30SEP26 Direction: BUY Notional: ~$531K Contracts: 6.3 Implied vol: 27.5% Venue: Deribit Statistical pattern. Not financial advice. #options #BTC #derivatives → t.me/sgnl_free
@solgraveyard99.bsky.social⚡ Large options flow ETH Put — strike $2660 — expiry 28SEP26 Direction: BUY Notional: ~$804K Contracts: 300 Implied vol: 28.8% Venue: Deribit Statistical pattern. Not financial advice. #options #ETH #derivatives → t.me/sgnl_free
@solgraveyard99.bsky.social⚡ Large options flow ETH Call — strike $2700 — expiry 28SEP26 Direction: BUY Notional: ~$804K Contracts: 300 Implied vol: 29.5% Venue: Deribit Statistical pattern. Not financial advice. #options #ETH #derivatives → t.me/sgnl_free
@solgraveyard99.bsky.social⚡ Large options flow BTC Put — strike $66000 — expiry 30OCT26 Direction: BUY Notional: ~$1604K Contracts: 19 Implied vol: 46.2% Venue: Deribit Statistical pattern. Not financial advice. #options #BTC #derivatives → t.me/sgnl_free
@solgraveyard99.bsky.social⚡ Large options flow BTC Call — strike $84000 — expiry 28SEP26 Direction: BUY Notional: ~$616K Contracts: 7.3 Implied vol: 16.8% Venue: Deribit Statistical pattern. Not financial advice. #options #BTC #derivatives → t.me/sgnl_free
@ssrn.bsky.socialNew research finds that the expansion of 0DTE SPX options reduced the cost of equity tail protection, with investors increasingly concentrating put purchases in contracts expiring within 0-2 days. spkl.io/633237TgL3 #Options #Volatility
![Figure 2: Quarterly event study of the SPX cross-tenor skew differential
around the May 2022 0DTE expansion
This figure contains a quarterly event study of the SPX cross-tenor skew differential
around the May 2022 0DTE expansion. The dependent variable is sk30,t − sk365,t, the difference between the 30-day and 365-day put-vs-ATM skew on date t, in percentage points. Each point is the mean across trading days in calendar quarter q ∈ [−6,8], spanning Q4 2020 through Q2 2024. Coefficients are normalized to the average of all six pre-treatment quarters q ∈ [−6,−1]. The calendar quarter q = 0 (Q2 2022) is split into q-pre (April 1 to May 15, 2022) and q-post (May 16 to June 30, 2022) to separate pre and post-treatment observations within the contaminated calendar quarter. The vertical dashed line marks the May 16, 2022 event date. Whiskers are 95% confidence intervals from Newey-West HAC standard errors at 63 trading days (1 quarter) of lags](https://cdn.bsky.app/img/feed_fullsize/plain/did:plc:2peq6vdr5mx2qrvf6ff5jqg2/bafkreif63esarrbmrhng4abu6alckyffkdxii3uiz4wwi56niv2rdm2qii@jpeg)
@tradingstrategies.work