TechFlow reported, citing Adam, a researcher at Greeks.live, who posted on X that the implied volatility (IV) of at-the-money options expiring in 12 days has reached as high as 110%, while the IV for 11-day at-the-money options has hit 120%. After today's settlement, IV rose nearly another 20%.
Adam noted that FOMO sentiment remains intense in European and U.S. markets. Shorting Dvol is currently highly cost-effective, as the market widely expects approval to go through smoothly.
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