Greeks.live: Con la implementación sucesiva del PPI y el CPI, se espera una disminución significativa en la volatilidad del mercado.

BlockBeats report, on August 15th, Adam, a macro researcher at Greeks.live, posted on social media that with the successive landing of PPI and CPI, the market’s expected volatility has significantly decreased, thereby driving a significant decrease in the IV of various major terms. Short-term IV has dropped by more than 20% this week, and medium to long-term IV has also decreased by about 5%. This kind of decline in the implied volatility IV in the options market is relatively rare, and institutional sellers can replenish a lot of profits in this round of decline to make up for the hedging losses brought by the huge volatility in the past month. Now that the term structure has returned to a stable structure with high far and low near, the market may settle for a while, and selling medium-term options now seems to be a better value proposition.