A DeFi bull run might take $400 Ethereum options traders by surprise

[Lenipiw]

September’s Ethereum call options data are not in favor of traders expecting $400 ETH but a DeFi bull run could change this. 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 number of days until expiry.
Visit here: https://cointelegraph.com/news/a-defi-bull-run-might-take-400-ethereum-options-traders-by-surprise