2026-01-05 18:44:07

Recently, I reviewed the situation of the crypto options market.

Starting from the macro background, combined with key indicators such as Skew volatility, VRP option risk premium, and the option term structure, I have a clearer understanding of the current trading opportunities.

This approach should be quite practical for friends who want to find entry points in the options market and operate in conjunction with macro trends. I have organized a specific analytical framework and trading ideas, which you can refer to if you're interested.

View Original

This page may contain third-party content, which is provided for information purposes only (not representations/warranties) and should not be considered as an endorsement of its views by Gate, nor as financial or professional advice. See Disclaimer for details.

11 Likes

Reward
11
7
Repost
Share

Comment

0/400

InscriptionGriller

· 01-07 14:13

Hi, Skew volatility is basically a dashboard for the leek harvesters. Those who understand it make money, while those who don't just wait to be harvested.

View OriginalReply0

MEVHunterLucky

· 01-06 00:56

Damn, Skew's data is malfunctioning again. I think this framework needs to incorporate on-chain data cross-verification to be reliable. Hmm... Can VRP really be trusted at this point? Last time, following this logic to bottom out directly got me slapped in the face. I need to take a closer look at the options term structure; it seems many people overlook this dimension. Having too many volatility indicators for contracts actually causes confusion. Sometimes, you still have to trust your intuition. But the framework's logic is indeed clear; it's just a nightmare to verify with real trading data.

View OriginalReply0

SchrödingersNode

· 01-05 19:13

Got it, another options framework... But to be honest, not many people can clearly explain the connection between VRP and the term structure.

View OriginalReply0

TooScaredToSell

· 01-05 19:10

Damn, Skew and VRP are indeed easy to overlook. It seems most people are still guessing blindly. The perspective of the options term structure is pretty good. I want to ask, what do you think about the recent skew changes? The framework is solid; I just want to know how the actual returns turn out in practice. This approach feels much more reliable than just looking at candlestick charts. Saved it. The options market is like this—those who understand make a killing, while those who don't are still losing. I want to learn from it; I feel my previous trading ideas were too rough. VRP premium is definitely a gold mine. No wonder big players are watching this.

View OriginalReply0

Token_Sherpa

· 01-05 19:09

ngl, skew vol & vrp analysis is table stakes at this point... but yeah, the macro lens into options microstructure actually hits different when you're not just chasing gamma. term structure arbitrage still printing for anyone who actually understands velocity traps, so fair enough

Reply0

AllInAlice

· 01-05 19:07

I've never quite understood options, but I genuinely want to learn.

View OriginalReply0

ForkThisDAO

· 01-05 19:03

The skew volatility approach is really effective. I previously used it to make some quick profits in the options market. Crypto options are indeed often overlooked. Many people are still stuck on spot trading, but they don't realize that VRP is actually a money-printing machine. I'd like to see your specific framework. Sharing this kind of valuable insight is quite rare. When contracts get liquidated, volatility spikes. That's when the counter-trend operation is the way to go. By the way, there are too few people analyzing the term structure. The options community is a bit competitive. Integrating macro perspectives makes the thinking much clearer, unlike before when I was just guessing blindly. This approach sounds reliable, but options risk is also really intense. You need to have mental preparation.

View OriginalReply0