We now show greeks (implied vol, Delta, and Gamma) on MOVE contracts and options!
ftx.com/trade/BTC-MOVE
Conversation
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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1) So what you Show as implied volatility for Move Q4 is actually the forward volatility for Sep-Dec.
3) What I would love to have is one dashboard for all move contracts! One could include a vol term structure chart!
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