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Crypto Options Unplugged

ETH underperformance drives more protection buying #17

15 May 2024

Description

In this week's episode, Imran and David welcome Andrew Melville, volatility research analyst at Block Scholes. They take a deep dive into what Andrew has been seeing in crypto volatility trends and how institutions are trading volatility in this rapidly growing asset class. Imran breaks down why options traders use butterflies to buy or sell convexity and discusses the reason why the volatility smile may be trading so flat. David summarises the macro news that is moving markets such as China unleashing more stimulus and key US CPI data due this week.---

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