Market Update: 19 Mar 2022

  1. The market was clearly caught long gamma (short-term options). The desk saw a tremendous amount of vol selling post-FOMC. From the highs of nearly 100%, both BTC and ETH front-end vols have dropped to 60%. A truly massive move! (Chart 1)
Chart 1
Chart 2

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A full-suite crypto asset trading firm | https://qcp.capital/

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QCP Capital

QCP Capital

A full-suite crypto asset trading firm | https://qcp.capital/

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