Skip to content
All library documents

Crypto Basis Trades, Election Positioning, and Options Volatility

Article Deribit Insights
Read the original

Summary

This podcast overview describes a discussion of crypto positioning around the US election, featuring a market maker in Delta One products who is considering expanding into options. Topics include the crypto basis trade, possible Bitcoin moves around the election, option calendars, ETF flows, volatility, and ways the volatility surface might offer return opportunities in altcoins and related assets.

The page is an agenda rather than a transcript or research note. It names subjects and participants but supplies no trade specifications, market data, performance evidence, or detailed explanation of the strategies. Its claims and outlook therefore cannot be independently evaluated from this text alone; the useful takeaway is the set of market and options themes raised for discussion.

Key ideas

  • The guest discusses the crypto basis trade from the perspective of a Delta One market maker.
  • The episode considers Bitcoin positioning before and after the US election.
  • Option calendars, option flows, ETF flows, and volatility are listed as discussion topics.
  • The volatility surface is presented as a possible source of altcoin-like returns, without supporting detail.

Tags

CryptoOptionsVolatilityArbitrageMarket making

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.