Major takeaways from this week’s BTC ETF options launch
This week, Jeff Park from Bitwise Asset Management discussed the BTC ETF options launch and highlighted several key points. A notable feature of cryptocurrency is its persistent volatility smile, where the demand for call and put options is often equal, unlike traditional risk assets where puts usually have higher premiums. This may be attributed to Bitcoin’s unique supply dynamics influenced by its difficulty adjustment. There has been a significant trend of call-heavy options activity, with 82% of the first day's volume in calls on the iShares Bitcoin Trust (IBIT). In contrast, Deribit, a 24/7 crypto options platform, may see different pricing due to the continuous trading of options, affecting their theta and volatility. The substantial activity in IBIT signifies that options will play a more prominent role in market dynamics going forward, compared to traditional perpetual futures. Overall, this launch marks a significant evolution in the market structure of Bitcoin options, amplifying their influence on price movements.
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