We now show greeks (implied vol, Delta, and Gamma) on MOVE contracts and options!
ftx.com/trade/BTC-MOVE
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Please make a weekly futures contract for coinbase going down.
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Nice!!
1. How do you calculate the implied volatility for MOVES not started yet? Simply assuming the contract would start right now with a strike price equal to current spot price?
2. You could also pretty simply add Vega which is especially interesting for Q-MOVES!
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Replying to
1) yeah, except use a duration which is expiration time - strike time
2) yup!
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