According to reports, on June 13, 28,000 BTC and 244,000 ETH options will expire, with a nominal value of 2.93 billion and 620 million dollars respectively. The maximum pain points are 106,000 dollars and 2,650 dollars.
As Israel's airstrikes on Iran trigger risk aversion, market volatility is significantly noticeable before delivery. BTC implied volatility remains low, while ETH rises significantly, providing more room for volatility strategy operations. This week, the volatility risk premium is high, indicating extremely low market fluctuations, with major funds increasing their positions in put options and entering a defensive stage.
