justin (πŸ’™,🧑) Profile picture
Web3 | Volatility | @Crowd9_app Ex: @TreehouseFi
Jan 26 β€’ 26 tweets β€’ 12 min read
@Amberdataio recently published a report covering four years' worth of data on crypto vol dynamic and environment.🀯

Greg Magadini of Amberdata

Here are some interesting takeaways🧡 πŸ‘‡

The vol term structure is in contango 77.5% of the time.

Contango is where implied vols (IV) increase as we go further out in time as illustrated by an upward-sloping vol curve. It is usually during periods of normalcy.

Dec 31, 2022 β€’ 17 tweets β€’ 5 min read
The lessons of legendary investor Seth Klarman from the Global Financial Crisis in 2009 remain relevant today.

Here are 15 bite-sized musings to away from 2022 in #Crypto.

Enjoy πŸ‘‡ 🧡

#Web3 #DeFi #NFT #Investing #Markets Image 1. Things that have never happened before are bound to occur with some regularity. Always prepare for the unexpected.

That includes stress-testing your portfolio for the worst possible outcome. 🦒
Dec 26, 2022 β€’ 27 tweets β€’ 15 min read
Crypto #options must overcome a massive demand gap for it to be a meaningful on-chain sector, and we are nowhere near there.

Here is a simple mental model to ponder over the demand for crypto options. 🧡 πŸ‘‡

#Options have traditionally played second fiddle to the spot and futures market in crypto.

However, we are witnessing an increase in interest in options lately as protocols like @dopex_io @ribbonfinance @lyrafinance @opyn_ @PremiaFinance are gaining traction within CT.

Dec 22, 2022 β€’ 20 tweets β€’ 6 min read
Event Trading: Part 2

The Tales of Volatility.

Got the direction right but still lost money on your options? Here is what you need to know about volatility.

/1 Image Implied volatility is one of the main parameters for pricing an option.

High IV = High Option Price
Low IV = Low Option Price

Note that high IV doesn't mean expensive, and vice versa, low IV doesn't mean cheap.