Ether (ETH) price gained 14% from its Sept. 6 low at $320, but this month’s futures and options expiry is less than two weeks away. As its price is still pinned below $400, this raises the question of exactly how confident are derivatives traders of a 9% recovery to $400?
By analyzing options model pricing, investors can easily conclude that traders are pricing in the 34% odds of Ether reaching $400 or higher. Still, the Black & Scholes options model main issue is heavily dependent on the…
Source link
