September 22, 2023
Welcome to Amberdata Derivatives Fresh New Features where we go in-depth on features that have recently been built for our ADD customers.
Check out our new feature highlighting the relationship between wings and ATM IV.
Users can select the ∆ and DTE to analyze.
These charts show the ratio of, say, ∆25 30-DTE wings/atm IV. Today ETH puts are trading about +15% over ATM IV (1.15 * ATM IV)
Traders can use these to assess put-spreads, flies, 1x2 ratio trades, etc.
How to find this chart? Options → Deribit → Historical (ETH)
Find the chart HERE:
Click here to learn more about Amberdata.
Tag(s):
Trading
,
Cryptocurrency
,
Blockchain
,
Digital Asset
,
Ethereum
,
Data
,
Derivatives
,
Research