Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
12,303 documents
This weekly report reviews Bitcoin and Ethereum derivatives during a spot price rally. It describes rising annualized futures yields and positive perpetual swap funding as signs of stronger bullish positioning, while implied volatility remained within a…
This market commentary describes Bitcoin ETF inflows as a source of spot market support while characterizing options activity as subdued and mostly technical. The author links rangebound trading in Bitcoin and Ethereum to lower realized volatility and…
This brief market note examines options activity after cascading spot and futures liquidations over a weekend. It observes that options closures were limited and that implied volatility, after an initial spike and retracement, did not show the sustained bid…
The article argues that high interest rates, subdued trading activity, and limited fresh liquidity constrained BTC and ETH during the summer period it discusses. It links muted prices and low volatility to reduced retail participation, institutional flows…
This weekly snapshot summarizes BTC and ETH derivatives conditions using perpetual funding, futures implied yields, at-the-money implied volatility, and options risk reversals. It reports BTC trading within a narrow band near its recent high after a brief…
The article interprets Bitcoin and Ether volatility markets amid expectations for spot Bitcoin ETF decisions. It reviews realized and implied volatility, term structures, carry, call skew, option flows, and dealer gamma positioning, then relates these…
This market note describes Bitcoin and Ether option positioning during an early-January 2022 decline. It reports that broad January optimism faded as selling and rotations into selected altcoins coincided with weak spot follow-through. Ahead of disappointing…
This Portuguese-language course section introduces volatility as a measure of changes in an underlying asset’s price. Its listed scope includes historical volatility, option moneyness (in-the-money, at-the-money, and out-of-the-money), intrinsic and…
This episode reviews why crypto prices failed to rebound alongside equities after trade-war concerns eased. The overview points to long-term holder selling, weaker demand from digital-asset treasuries and ETFs, and elevated put skew and volatility before…
This episode discusses Bitcoin’s decline toward $90,000 amid ETF outflows, whale selling, tighter funding conditions, and a cautious macro backdrop. The hosts connect those pressures with hawkish Federal Reserve commentary, weaker expectations for near-term…
The note describes options positioning during a sharp Bitcoin retracement from a recent high. It reports that fast-money accounts accumulated near-term puts and sold calls at higher strikes, while larger fund trades were mostly focused on reorganizing…
This weekly market commentary tracks Bitcoin and Ethereum options flow around U.S. inflation data and a volatile weekend. It describes traders buying short-dated risk reversals and downside protection, absorbing options supply in straddles and put spreads,…
The article surveys crypto markets during geopolitical stress, noting that Bitcoin held a range even as oil prices rose and traditional safe havens struggled. It interprets this resilience as a sign that some macro uncertainty may already be reflected in…
The article links Bitcoin and Ethereum price action to macro conditions, institutional flows, and crypto-specific catalysts. It reports Bitcoin moving above $122,000 as equities rose, while Ethereum outperformed in July and August. The author notes that…
The article reviews Bitcoin options conditions during a period of improving risk appetite. It describes Bitcoin holding above $80,000 amid a temporary easing in U.S.–China trade tensions, steadier Treasury yields, firmer equities, and a weaker dollar. It…
This article tests whether selling short-dated Bitcoin options on Friday can benefit from historically quieter weekend price action. Its main setup sells a 0.35-delta strangle at 16:00 UTC on Friday, with Sunday 08:00 UTC expiry, and holds both options to…
The article outlines a bearish Bitcoin options idea after a spot ETF inflow helped push BTC above a technical flip zone. It identifies $66,600 as resistance, citing lower trading volume and signs of rejection at the supply area, and proposes selling one…
This podcast overview introduces a discussion about institutional participation in crypto and the development of prediction markets. The guest, a crypto derivatives research provider, describes growing involvement from banks, structured product desks, and…
This weekly market report reviews Bitcoin and Ether derivatives during a period of macro and geopolitical uncertainty. It compares perpetual swap funding, futures-implied yields, at-the-money implied volatility, and options risk reversals. The report…
This strategy note presents a long put butterfly for a trader expecting Bitcoin to decline gradually toward a nearby demand zone. The structure uses puts with one expiry: buy one at a higher strike, sell two at an intermediate strike, and buy one at a lower…
This market commentary describes how Bitcoin and Ether options repriced during the UST and LUNA crisis. The author reports implied volatility rising sharply as demand across maturities exceeded market-maker and natural supply. Traders bought at-the-money and…
This weekly market note describes Bitcoin and Ether options positioning amid sharp price moves and thin weekend liquidity. It reports that structured product selling and out-of-the-money put premium collection had faded, while limited aggressive put selling…
This desk commentary describes a late-quarter rebound in Bitcoin and Ethereum and the accompanying demand for upside options. It reports that dips in Bitcoin were absorbed, call buying increased, and implied volatility rose alongside spot prices. For…
This market note examines how regulatory headlines, prospective altcoin liquidations, and macroeconomic events affected Bitcoin and Ethereum. It describes relative resilience in the two largest assets, while identifying nearby support zones whose failure…