Adam, a macro researcher at Greeks.live, posted on the It also strengthened market doubts.
The IV of at-the-money options plummeted to 52% that week, and the IV of at-the-money options expiring on January 12 also fell below 65%. The overall price has fallen back to the average level at the end of last year.
Currently, put options for the current month are relatively cheap, and large-volume transactions have begun to actively buy puts. Options market data shows that institutional investors are not very optimistic about the ETF market. "