Macro researchers predict that this Friday's options expiration day may exert significant pressure on the market
Macro researcher Adam@Greeks.live released this week's market outlook on the X platform, pointing out that this Friday is the annual delivery day, and nearly half of the options positions will face delivery, releasing a huge amount of margin and putting immense pressure on implied volatility (IV).
Currently, IV for options after mid-January remains high and faces the greatest pressure. There may be a significant decline before and after delivery. Short-term selling convex yield treasure or adding some timing-based sales would be more cost-effective.
Disclaimer: The content of this article solely reflects the author's opinion and does not represent the platform in any capacity. This article is not intended to serve as a reference for making investment decisions.
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