TechFlow news: Macro researcher [email protected] published this week's market outlook on X platform. This Friday is the annual settlement day, with nearly half of the options positions facing settlement, which will undoubtedly release a large amount of margin, putting significant pressure on IV. Currently, the IV for options beyond mid-January remains high and under the greatest pressure, potentially experiencing a substantial decline around the settlement period. In the short term, selling convexity products like "Convexity Treasure" or adding some timing-based short positions could offer better cost-effectiveness.
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