#bitcoinoptionsvolatilityhitsfiveyearlow Equities are positioned for a standard earnings-week volatility grind, with options
market pricing implying steady, controlled single-digit percentage moves across the major index benchmarks.
Bitcoin
is exhibiting tight short-term compression due to dealers being long gamma near the current range, but carries a much steeper "right-tail" convexity: if a spot surge triggers a push beyond $85k, options delta-hedging will cause upside volatility to expand far faster than equity market upside.
Bitcoin in pricing in bad news for Wednesday and Thursday. That will make the wick even brighter if the news is even just "not great, but could be worse."$SKDD $QNT
market pricing implying steady, controlled single-digit percentage moves across the major index benchmarks.
Bitcoin
is exhibiting tight short-term compression due to dealers being long gamma near the current range, but carries a much steeper "right-tail" convexity: if a spot surge triggers a push beyond $85k, options delta-hedging will cause upside volatility to expand far faster than equity market upside.
Bitcoin in pricing in bad news for Wednesday and Thursday. That will make the wick even brighter if the news is even just "not great, but could be worse."$SKDD $QNT