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Macro researchers predict that this Friday's options expiration day may exert significant pressure on the market

Macro researchers predict that this Friday's options expiration day may exert significant pressure on the market

Bitget2023/12/25 07:48

Macro researcher Adam@Greeks.live released this week's market outlook on the X platform, pointing out that this Friday is the annual delivery day, and nearly half of the options positions will face delivery, releasing a huge amount of margin and putting immense pressure on implied volatility (IV).

Currently, IV for options after mid-January remains high and faces the greatest pressure. There may be a significant decline before and after delivery. Short-term selling convex yield treasure or adding some timing-based sales would be more cost-effective.

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Disclaimer: The content of this article solely reflects the author's opinion and does not represent the platform in any capacity. This article is not intended to serve as a reference for making investment decisions.

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