Main takeaway: A rebound looks weak as big bullish option trades spike while implied volatility falls, indicating large traders are selling calls. Many near-month calls were dumped and June-quarter margin is turning into short positions; consider selling some 0.3 delta calls such as next-week $66,000 calls.
ChainCatcher 消息，Greeks.live 宏观研究员 Adam 在 X 平台发文表示，反弹似乎有些乏力，大宗看涨期权交易突然增加，结合隐含波动率下降，大户开始卖出看涨期权，当月看涨期权被大量抛售，6 月季度交割释放的保证金正趁反弹行情迅速转化为卖方仓位。 其表示，可以考虑跟随卖出部分 0.3 Delta 看涨期权，例如次周 66,000 美元看涨期权。