Halcyon Waters
@Halcyon_Waters
Crypto options data & intelligence: vol surface, 37 Greeks, cohort positioning, 3+ exchanges. Built by ex-bank quants 👉 with REST API
加入 August 2024
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SOL long-dated ATM has not moved in two weeks: 41.2 pct, inside a 3-point band.
The 7d lifted about 7 points over the same window.
Same asset, same surface. Nearly all the vol-of-vol lives in the front, and almost nobody prices that asymmetry.
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