
Adam@Greeks.live|Mar 23, 2025 13:55
http://Greeks.Live Daily English Community Briefing
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Release date: 2025-03-23
Overall market sentiment
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The group as a whole remains neutral with a slight bullish bias, believing that the current market is in a range oscillation. Most traders are particularly concerned about the price range of 83000-84000 US dollars, while expecting volatility to rise from the current extremely low level.
Gamma Arbitrage Trading Strategy in Low Volatility Environments
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The current implied volatility below 30% is considered a good opportunity for gamma arbitrage, especially for options expiring on Monday
The weekly trading pattern that appears is to sell options on Thursdays and buy/buy back on Sundays (usually when volatility is lowest)
Traders emphasize the importance of delta hedging rather than simply closing positions, and many use perpetual contracts/futures to hedge against downside risks
Everyone agrees that the market rewards patient traders in the current environment, and due to uncertainty, many people focus on short-term arbitrage rather than establishing core positions
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