⚖️ 𝟮𝟱Δ 𝗥𝗶𝘀𝗸 𝗥𝗲𝘃𝗲𝗿𝘀𝗮𝗹 — Jun 21 · 00:35 UTC
$𝘉𝘛𝘊'𝘴 -7.1% 𝘳𝘪𝘴𝘬 𝘳𝘦𝘷𝘦𝘳𝘴𝘢𝘭 𝘪𝘴 𝘥𝘦𝘤𝘪𝘴𝘪𝘷𝘦𝘭𝘺 𝘱𝘶𝘵-𝘴𝘬𝘦𝘸𝘦𝘥 𝘸𝘪𝘵𝘩 𝘵𝘩𝘦 62,000 𝘱𝘶𝘵 𝘤𝘢𝘳𝘳𝘺𝘪𝘯𝘨 41.0% 𝘐𝘝 𝘷𝘦𝘳𝘴𝘶𝘴 𝘵𝘩𝘦 66,000 𝘤𝘢𝘭𝘭 𝘢𝘵 𝘢 𝘴𝘶𝘱𝘱𝘳𝘦𝘴𝘴𝘦𝘥 33.9%, 𝘮𝘦𝘢𝘯𝘪𝘯𝘨 𝘵𝘩𝘦 𝘱𝘶𝘵 𝘸𝘪𝘯𝘨 𝘪𝘴 𝘥𝘰𝘪𝘯𝘨 4.9 𝘱𝘰𝘪𝘯𝘵𝘴 𝘰𝘧 𝘩𝘦𝘢𝘷𝘺 𝘭𝘪𝘧𝘵𝘪𝘯𝘨 𝘢𝘣𝘰𝘷𝘦 𝘈𝘛𝘔 𝘸𝘩𝘪𝘭𝘦 𝘵𝘩𝘦 𝘤𝘢𝘭𝘭 𝘸𝘪𝘯𝘨 𝘵𝘳𝘢𝘥𝘦𝘴 2.2 𝘱𝘰𝘪𝘯𝘵𝘴 𝘤𝘩𝘦𝘢𝘱 — 𝘵𝘩𝘪𝘴 𝘢𝘴𝘺𝘮𝘮𝘦𝘵𝘳𝘺 𝘳𝘦𝘢𝘥𝘴 𝘢𝘴 𝘨𝘦𝘯𝘶𝘪𝘯𝘦 𝘥𝘰𝘸𝘯𝘴𝘪𝘥𝘦 𝘧𝘦𝘢𝘳 𝘢𝘵 𝘤𝘶𝘳𝘳𝘦𝘯𝘵 64,201 𝘴𝘱𝘰𝘵, 𝘯𝘰𝘵 𝘤𝘰𝘷𝘦𝘳𝘦𝘥 𝘤𝘢𝘭𝘭 𝘴𝘶𝘱𝘱𝘭𝘺 𝘬𝘪𝘭𝘭𝘪𝘯𝘨 𝘵𝘩𝘦 𝘶𝘱𝘴𝘪𝘥𝘦, 𝘣𝘦𝘤𝘢𝘶𝘴𝘦 𝘵𝘩𝘢𝘵 𝘬𝘪𝘯𝘥 𝘰𝘧 𝘴𝘺𝘴𝘵𝘦𝘮𝘢𝘵𝘪𝘤 𝘴𝘦𝘭𝘭𝘪𝘯𝘨 𝘸𝘰𝘶𝘭𝘥 𝘤𝘰𝘮𝘱𝘳𝘦𝘴𝘴 𝘤𝘢𝘭𝘭 𝘐𝘝 𝘮𝘰𝘳𝘦 𝘶𝘯𝘪𝘧𝘰𝘳𝘮𝘭𝘺 𝘳𝘢𝘵𝘩𝘦𝘳 𝘵𝘩𝘢𝘯 𝘭𝘦𝘢𝘷𝘪𝘯𝘨 𝘈𝘛𝘔 𝘢𝘵 36.1% 𝘴𝘢𝘯𝘥𝘸𝘪𝘤𝘩𝘦𝘥 𝘢𝘸𝘬𝘸𝘢𝘳𝘥𝘭𝘺 𝘣𝘦𝘵𝘸𝘦𝘦𝘯 𝘢 𝘱𝘢𝘯𝘪𝘤𝘬𝘦𝘥 𝘱𝘶𝘵 𝘢𝘯𝘥 𝘢𝘯 𝘪𝘯𝘥𝘪𝘧𝘧𝘦𝘳𝘦𝘯𝘵 𝘤𝘢𝘭𝘭.
ᛗ
₿ $𝗕𝗧𝗖 — $64,201
Expiry: Jun 26 (5d)
25Δ Call: 66,000-C IV 33.9% Δ 0.26
25Δ Put: 62,000-P IV 41.0% Δ -0.23
ATM: 64,000 IV 36.1%
⚖️ Risk Reversal: -7.1%
Calls -2.2% over ATM · Puts +4.9% over ATM
puts pricier → downside hedging
𝘗𝘶𝘵 𝘴𝘬𝘦𝘸 𝘢𝘵 +7.1% 𝘰𝘷𝘦𝘳 𝘈𝘛𝘔 𝘰𝘯 $𝘌𝘛𝘏 𝘸𝘪𝘵𝘩 𝘵𝘩𝘦 1,650 𝘴𝘵𝘳𝘪𝘬𝘦 𝘱𝘶𝘭𝘭𝘪𝘯𝘨 57.2% 𝘐𝘝 𝘢𝘨𝘢𝘪𝘯𝘴𝘵 𝘢 𝘤𝘢𝘭𝘭 𝘸𝘪𝘯𝘨 𝘴𝘪𝘵𝘵𝘪𝘯𝘨 𝘫𝘶𝘴𝘵 1.0% 𝘰𝘷𝘦𝘳 𝘈𝘛𝘔 𝘴𝘤𝘳𝘦𝘢𝘮𝘴 𝘥𝘦𝘧𝘦𝘯𝘴𝘪𝘷𝘦 𝘩𝘦𝘥𝘨𝘪𝘯𝘨 𝘥𝘦𝘮𝘢𝘯𝘥, 𝘯𝘰𝘵 𝘨𝘦𝘯𝘶𝘪𝘯𝘦 𝘶𝘱𝘴𝘪𝘥𝘦 𝘤𝘰𝘯𝘷𝘪𝘤𝘵𝘪𝘰𝘯. 𝘛𝘩𝘦 -8.1% 𝘳𝘪𝘴𝘬 𝘳𝘦𝘷𝘦𝘳𝘴𝘢𝘭 𝘤𝘰𝘯𝘧𝘪𝘳𝘮𝘴 𝘣𝘦𝘢𝘳𝘴 𝘢𝘳𝘦 𝘱𝘢𝘺𝘪𝘯𝘨 𝘶𝘱 𝘩𝘢𝘳𝘥 𝘧𝘰𝘳 𝘥𝘰𝘸𝘯𝘴𝘪𝘥𝘦 𝘱𝘳𝘰𝘵𝘦𝘤𝘵𝘪𝘰𝘯 𝘸𝘩𝘪𝘭𝘦 𝘯𝘰𝘣𝘰𝘥𝘺'𝘴 𝘤𝘳𝘰𝘸𝘥𝘪𝘯𝘨 𝘵𝘩𝘦 1,800 𝘤𝘢𝘭𝘭𝘴, 𝘸𝘩𝘪𝘤𝘩 𝘢𝘵 49.1% 𝘐𝘝 𝘭𝘰𝘰𝘬𝘴 𝘭𝘪𝘬𝘦 𝘤𝘰𝘷𝘦𝘳𝘦𝘥 𝘤𝘢𝘭𝘭 𝘴𝘶𝘱𝘱𝘭𝘺 𝘤𝘢𝘱𝘱𝘪𝘯𝘨 𝘵𝘩𝘦 𝘸𝘪𝘯𝘨 𝘳𝘢𝘵𝘩𝘦𝘳 𝘵𝘩𝘢𝘯 𝘪𝘯𝘥𝘪𝘧𝘧𝘦𝘳𝘦𝘯𝘤𝘦.
ᛗ
⟠ $𝗘𝗧𝗛 — $1,735
Expiry: Jun 26 (5d)
25Δ Call: 1,800-C IV 49.1% Δ 0.28
25Δ Put: 1,650-P IV 57.2% Δ -0.22
ATM: 1,750 IV 50.1%
⚖️ Risk Reversal: -8.1%
Calls -1.0% over ATM · Puts +7.1% over ATM
puts pricier → downside hedging
#AskMimir | #NoSlop
$𝘉𝘛𝘊'𝘴 -7.1% 𝘳𝘪𝘴𝘬 𝘳𝘦𝘷𝘦𝘳𝘴𝘢𝘭 𝘪𝘴 𝘥𝘦𝘤𝘪𝘴𝘪𝘷𝘦𝘭𝘺 𝘱𝘶𝘵-𝘴𝘬𝘦𝘸𝘦𝘥 𝘸𝘪𝘵𝘩 𝘵𝘩𝘦 62,000 𝘱𝘶𝘵 𝘤𝘢𝘳𝘳𝘺𝘪𝘯𝘨 41.0% 𝘐𝘝 𝘷𝘦𝘳𝘴𝘶𝘴 𝘵𝘩𝘦 66,000 𝘤𝘢𝘭𝘭 𝘢𝘵 𝘢 𝘴𝘶𝘱𝘱𝘳𝘦𝘴𝘴𝘦𝘥 33.9%, 𝘮𝘦𝘢𝘯𝘪𝘯𝘨 𝘵𝘩𝘦 𝘱𝘶𝘵 𝘸𝘪𝘯𝘨 𝘪𝘴 𝘥𝘰𝘪𝘯𝘨 4.9 𝘱𝘰𝘪𝘯𝘵𝘴 𝘰𝘧 𝘩𝘦𝘢𝘷𝘺 𝘭𝘪𝘧𝘵𝘪𝘯𝘨 𝘢𝘣𝘰𝘷𝘦 𝘈𝘛𝘔 𝘸𝘩𝘪𝘭𝘦 𝘵𝘩𝘦 𝘤𝘢𝘭𝘭 𝘸𝘪𝘯𝘨 𝘵𝘳𝘢𝘥𝘦𝘴 2.2 𝘱𝘰𝘪𝘯𝘵𝘴 𝘤𝘩𝘦𝘢𝘱 — 𝘵𝘩𝘪𝘴 𝘢𝘴𝘺𝘮𝘮𝘦𝘵𝘳𝘺 𝘳𝘦𝘢𝘥𝘴 𝘢𝘴 𝘨𝘦𝘯𝘶𝘪𝘯𝘦 𝘥𝘰𝘸𝘯𝘴𝘪𝘥𝘦 𝘧𝘦𝘢𝘳 𝘢𝘵 𝘤𝘶𝘳𝘳𝘦𝘯𝘵 64,201 𝘴𝘱𝘰𝘵, 𝘯𝘰𝘵 𝘤𝘰𝘷𝘦𝘳𝘦𝘥 𝘤𝘢𝘭𝘭 𝘴𝘶𝘱𝘱𝘭𝘺 𝘬𝘪𝘭𝘭𝘪𝘯𝘨 𝘵𝘩𝘦 𝘶𝘱𝘴𝘪𝘥𝘦, 𝘣𝘦𝘤𝘢𝘶𝘴𝘦 𝘵𝘩𝘢𝘵 𝘬𝘪𝘯𝘥 𝘰𝘧 𝘴𝘺𝘴𝘵𝘦𝘮𝘢𝘵𝘪𝘤 𝘴𝘦𝘭𝘭𝘪𝘯𝘨 𝘸𝘰𝘶𝘭𝘥 𝘤𝘰𝘮𝘱𝘳𝘦𝘴𝘴 𝘤𝘢𝘭𝘭 𝘐𝘝 𝘮𝘰𝘳𝘦 𝘶𝘯𝘪𝘧𝘰𝘳𝘮𝘭𝘺 𝘳𝘢𝘵𝘩𝘦𝘳 𝘵𝘩𝘢𝘯 𝘭𝘦𝘢𝘷𝘪𝘯𝘨 𝘈𝘛𝘔 𝘢𝘵 36.1% 𝘴𝘢𝘯𝘥𝘸𝘪𝘤𝘩𝘦𝘥 𝘢𝘸𝘬𝘸𝘢𝘳𝘥𝘭𝘺 𝘣𝘦𝘵𝘸𝘦𝘦𝘯 𝘢 𝘱𝘢𝘯𝘪𝘤𝘬𝘦𝘥 𝘱𝘶𝘵 𝘢𝘯𝘥 𝘢𝘯 𝘪𝘯𝘥𝘪𝘧𝘧𝘦𝘳𝘦𝘯𝘵 𝘤𝘢𝘭𝘭.
ᛗ
₿ $𝗕𝗧𝗖 — $64,201
Expiry: Jun 26 (5d)
25Δ Call: 66,000-C IV 33.9% Δ 0.26
25Δ Put: 62,000-P IV 41.0% Δ -0.23
ATM: 64,000 IV 36.1%
⚖️ Risk Reversal: -7.1%
Calls -2.2% over ATM · Puts +4.9% over ATM
puts pricier → downside hedging
𝘗𝘶𝘵 𝘴𝘬𝘦𝘸 𝘢𝘵 +7.1% 𝘰𝘷𝘦𝘳 𝘈𝘛𝘔 𝘰𝘯 $𝘌𝘛𝘏 𝘸𝘪𝘵𝘩 𝘵𝘩𝘦 1,650 𝘴𝘵𝘳𝘪𝘬𝘦 𝘱𝘶𝘭𝘭𝘪𝘯𝘨 57.2% 𝘐𝘝 𝘢𝘨𝘢𝘪𝘯𝘴𝘵 𝘢 𝘤𝘢𝘭𝘭 𝘸𝘪𝘯𝘨 𝘴𝘪𝘵𝘵𝘪𝘯𝘨 𝘫𝘶𝘴𝘵 1.0% 𝘰𝘷𝘦𝘳 𝘈𝘛𝘔 𝘴𝘤𝘳𝘦𝘢𝘮𝘴 𝘥𝘦𝘧𝘦𝘯𝘴𝘪𝘷𝘦 𝘩𝘦𝘥𝘨𝘪𝘯𝘨 𝘥𝘦𝘮𝘢𝘯𝘥, 𝘯𝘰𝘵 𝘨𝘦𝘯𝘶𝘪𝘯𝘦 𝘶𝘱𝘴𝘪𝘥𝘦 𝘤𝘰𝘯𝘷𝘪𝘤𝘵𝘪𝘰𝘯. 𝘛𝘩𝘦 -8.1% 𝘳𝘪𝘴𝘬 𝘳𝘦𝘷𝘦𝘳𝘴𝘢𝘭 𝘤𝘰𝘯𝘧𝘪𝘳𝘮𝘴 𝘣𝘦𝘢𝘳𝘴 𝘢𝘳𝘦 𝘱𝘢𝘺𝘪𝘯𝘨 𝘶𝘱 𝘩𝘢𝘳𝘥 𝘧𝘰𝘳 𝘥𝘰𝘸𝘯𝘴𝘪𝘥𝘦 𝘱𝘳𝘰𝘵𝘦𝘤𝘵𝘪𝘰𝘯 𝘸𝘩𝘪𝘭𝘦 𝘯𝘰𝘣𝘰𝘥𝘺'𝘴 𝘤𝘳𝘰𝘸𝘥𝘪𝘯𝘨 𝘵𝘩𝘦 1,800 𝘤𝘢𝘭𝘭𝘴, 𝘸𝘩𝘪𝘤𝘩 𝘢𝘵 49.1% 𝘐𝘝 𝘭𝘰𝘰𝘬𝘴 𝘭𝘪𝘬𝘦 𝘤𝘰𝘷𝘦𝘳𝘦𝘥 𝘤𝘢𝘭𝘭 𝘴𝘶𝘱𝘱𝘭𝘺 𝘤𝘢𝘱𝘱𝘪𝘯𝘨 𝘵𝘩𝘦 𝘸𝘪𝘯𝘨 𝘳𝘢𝘵𝘩𝘦𝘳 𝘵𝘩𝘢𝘯 𝘪𝘯𝘥𝘪𝘧𝘧𝘦𝘳𝘦𝘯𝘤𝘦.
ᛗ
⟠ $𝗘𝗧𝗛 — $1,735
Expiry: Jun 26 (5d)
25Δ Call: 1,800-C IV 49.1% Δ 0.28
25Δ Put: 1,650-P IV 57.2% Δ -0.22
ATM: 1,750 IV 50.1%
⚖️ Risk Reversal: -8.1%
Calls -1.0% over ATM · Puts +7.1% over ATM
puts pricier → downside hedging
#AskMimir | #NoSlop