Greeks.live: Short-term option implied volatility has sharply increased, with the nominal call amount approaching $300 million
Greeks.live on X platform: Continuing to be fueled by ETF insider news, BTC pulled up to $45,000, hitting a nearly one-year high.
As a result of this, short-term options IV rose sharply, and now flat options IV has exceeded 70% on January 12, and flat options IV grew to 65% this week.
Meanwhile, block trading, which has been dormant for days, is hot again, with nearly $300 million in notional value traded in block calls today, dominated by short-term flat and intermediate-term vanilla.
It's hard not to suspect that these orders are coming from sources and that the ETFs are likely to come to fruition in the first half of the month.

Disclaimer: The content of this article solely reflects the author's opinion and does not represent the platform in any capacity. This article is not intended to serve as a reference for making investment decisions.
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