Greeks.live analyst Adam: During the market correction, block put-option trades account for approximately one-third of volume
BIBIBI
AT A GLANCE
Analyst Adam said that the market has entered a correction, with block put-option trades accounting for one-third of volume, and key maturities IV falling back to approximately 35%。
Article
Analyst: The market has entered a correction, with block put-option trades accounting for one-third of volume
According to BlockBeats,September 29, Greeks.live analyst Adam wrote that the market has entered a correction phase, with block put-option trades now accounting for one-third of volume.
Options data show that implied volatility for key maturities (IV) has declined slightly compared with the previous 2 week. During this rally,IV did not rise materially and has now fallen back to around 35%.
Adam stated that, based on the options data, current market performance is more consistent with a mid-bear-market rebound. Expectations for subsequent volatility are low, and should short-term volatility emerge, the market may be inclined to sell volatility.
Original link:https://m.theblockbeats.info/flash/369525
Key points
01
According to BlockBeats,September 29, Greeks.live analyst Adam wrote that the market has entered a correction phase.
02
Adam stated that block put-option trades now account for one-third of volume.
03
The article states that implied volatility for key maturities declined slightly from the previous 2 week, did not rise materially during this rally, and has now fallen back to around 35%.
04
Adam believes that current market performance is more consistent with a mid-bear-market rebound, with low market expectations for subsequent volatility.
05
Adam stated that, should short-term volatility emerge, the market may be inclined to sell volatility.
AI-assisted interpretation
The following is analysis, separate from reported facts. Verify important claims independently.
Put options are generally used to bet on declines or hedge risk; a high proportion of block trades indicates that related trading activity is more defensive. Implied volatility (IV) reflects the options market's pricing of the degree of future volatility. The data and assessment of the market phase in the article were both put forward by Adam.
Why it matters to readers
These options indicators can be used to observe traders' risk sentiment and volatility expectations, but they cannot independently establish that the market will necessarily rise or fall thereafter.
Beginners may regard this content as an analyst’s interpretation of sentiment in the options market and should not treat “increased put trading” or “IV decline” directly as a definitive price forecast.
Risks and unknowns
The original text does not provide complete options trading details, statistical definitions, or data sources, so the figures of one-third and approximately 35% cannot be independently verified.
The text does not specify which particular assets, trading platforms, or maturities these options data correspond to.
“Entering a correction phase” and “more consistent with the characteristics of a rebound in the middle of a bear market” are Adam’s analytical judgments, not established market conclusions.
Whether the market will tend to sell volatility remains a conditional forecast.
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Put options
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