Greeks.live: Options data shows that the market has low expectations for Fluctuation in October, and most market participants are cautious about betting on this month's market.

BlockBeats news, on October 8th, Adam, a researcher at Greeks.live, posted on social media that the US October economic data was strong, and market expectations for the November 8th Federal Reserve interest rate meeting have significantly decreased. Currently, based on the 30-day federal funds futures price calculation, the market’s expected probability of a 25Bp rate cut next time is 85%, and the probability of no rate cut is 15%, which is significantly lower than last month. At the same time, the probability of Trump being elected as president in the past few days is rising significantly, and the balance of the November 5th US election is tilting towards Trump. From the Options data, the market has low expectations for Fluctuation in October, and the at-the-money IV for the month has already been below 45%, while the at-the-money IV for the expiration on November 8th, one week later, is 55%. This indicates that most market participants are cautious about betting on this month’s market, and continued observation is the current mainstream sentiment.