Main Vault · 60% —— 09-25’s 2600P ($12.8)
Why it is this: 09-25 gives 3.29 days, hitting the 2600 probability of 26.6%, which is 3.6x that of the same bucket on 09-23 (7.4%); ask 12.8 has 1,886 real depth shares, and 100U can buy in at once; the balanced price is 2587 (−6.1%), and it’s the only strike among these three expiring options that doesn’t “stick in a trap mouth.” What it’s waiting for isn’t today’s dip—it’s the chain reaction after BTC breaks 84783—that’s the scenario where 2600 is truly opened: dropping to 2550 → 3.9x; dropping to 2500 → 7.8x
Satellite · 25% —— 09-25’s 2500P ($4.3)
This is tail insurance. 2500 is a deep pit formed by Put piling of 8,798 shares plus a negative Gamma of −7,118. Once it really gets there, the selloff will accelerate itself with extremely low costs (100U grabs 2,326 shares). The probability of hitting 2500 is 6.2%, but that corresponds to a −9.2% position. It only returns when the BTC daily chart weakens: drop to 2450 → 11.6x, drop to 2400 → 23x. It’s not the main position—it’s the “lottery ticket for if things really collapse,” with allocation not exceeding 25%
Short-term · 15% —— 09-23’s 2675P ($10.1)
Used only to bet on one scenario: “today/tomorrow BTC first breaks below 85156.” On 09-23, the probability of hitting 2675 is 36.6%; its value is entirely in the first 1.29 days. After that window it goes to zero; balanced price 2665. It starts profiting once it breaks below 2675. Among these three legs, it’s the fastest hard stop: if the spot close is above 2807, or if BTC stands back above 87401—cut immediately, no overnight $ETH #期权 everyone, everyone can configure it like this. It’s already confirmed that the slope is down
Why it is this: 09-25 gives 3.29 days, hitting the 2600 probability of 26.6%, which is 3.6x that of the same bucket on 09-23 (7.4%); ask 12.8 has 1,886 real depth shares, and 100U can buy in at once; the balanced price is 2587 (−6.1%), and it’s the only strike among these three expiring options that doesn’t “stick in a trap mouth.” What it’s waiting for isn’t today’s dip—it’s the chain reaction after BTC breaks 84783—that’s the scenario where 2600 is truly opened: dropping to 2550 → 3.9x; dropping to 2500 → 7.8x
Satellite · 25% —— 09-25’s 2500P ($4.3)
This is tail insurance. 2500 is a deep pit formed by Put piling of 8,798 shares plus a negative Gamma of −7,118. Once it really gets there, the selloff will accelerate itself with extremely low costs (100U grabs 2,326 shares). The probability of hitting 2500 is 6.2%, but that corresponds to a −9.2% position. It only returns when the BTC daily chart weakens: drop to 2450 → 11.6x, drop to 2400 → 23x. It’s not the main position—it’s the “lottery ticket for if things really collapse,” with allocation not exceeding 25%
Short-term · 15% —— 09-23’s 2675P ($10.1)
Used only to bet on one scenario: “today/tomorrow BTC first breaks below 85156.” On 09-23, the probability of hitting 2675 is 36.6%; its value is entirely in the first 1.29 days. After that window it goes to zero; balanced price 2665. It starts profiting once it breaks below 2675. Among these three legs, it’s the fastest hard stop: if the spot close is above 2807, or if BTC stands back above 87401—cut immediately, no overnight $ETH #期权 everyone, everyone can configure it like this. It’s already confirmed that the slope is down