Sunday reading: Neuberger Berman, $460bn AUM asset manager, describing how a strategy of systematic selling BTC options can provide “rare, new and unique implied volatility premium”.
nb.com/en/global/insights/sy…
DOVs give everyone the ability to harvest this vol premium!
(1/4)
As BTC gets more institutionalized the demand for protection via put buying may increase. This is one reason for the higher vol premium in BTC puts. They write that “digital assets, led by Bitcoin, could provide a rich source of uncorrelated premiums for years to come.” (3/4)
How do you think TradFi entrants into the crypto options market would affect the market? How do you think it would affect DeFi options protocols? (4/4)
#Crypto #DOVs #CryptoOptions #Volhalla #Volatility
Which of the following would you most like to see DOVs improve?
23%More transparent auctions
36%Better comms on risks
32%More complex strategies
9%Lower APY low risk vault
22 votes • Final results Volhalla retweeted
1/ Butterfly Spreads 🦋
In the natural world, a butterfly is a spineless four-winged insect with a strong thorax.
A butterfly spread, however, is a risk-reward defined directionally neutral options strategy.
🧵⤵️
Volhalla retweeted
Not following @Volhalla_ ? ngmi
Is selling crypto options for yield an attractive strategy?
With the rapid growth of DeFi Option Vaults (DOVs), you may be wondering whether this is an attractive risk-reward strategy to generate income. A thread (1/9)



