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September 22, 2023

Fresh New Features: Wings as % of ATM

By: Amberdata

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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.

Amberdata derivatives Wings cheap or rich ETH calls or puts

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)

Amberdata derivatives Wings cheap or rich ETH calls and puts

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.

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Tag(s): Trading , Cryptocurrency , Blockchain , Digital Asset , Ethereum , Data , Derivatives , Research

Amberdata

Amberdata is the leading provider of global financial infrastructure for digital assets. Our institutional-grade solutions deliver data, analytics and comprehensive tools and insights that empower financial institutions to research, trade, and manage risk and compliance in digital assets. Amberdata serves as a...

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