Halcyon Waters

Crypto options data & intelligence: vol surface, 37 Greeks, cohort positioning, 3+ exchanges. Built by ex-bank quants 👉 with REST API

[Halcyon Waters @Halcyon_Waters]

Final Call. See you at @Bitcoin_Poland Conference, in Poznań, Oct 5-6 💯

#cryptocurrency #Bitcoin $BTC #options #derivatives

[Halcyon Waters @Halcyon_Waters]

@option_monitor Too easy ;)

[Halcyon Waters @Halcyon_Waters]

@DegenSensei Not a UX problem, but understanding the complexity of the instrument itself.

Covered Call strategy trading?
We wrote some gentle introduction for newbies 👉 https://t.co/nsfg4WoCsZ

In that way options become a friendly animal :)

[Halcyon Waters @Halcyon_Waters]

Crypto Covered Calls, Part 1: How to Choose and Cap the Call

This series introduces crypto covered calls, with Bitcoin on Deribit as the worked example. They pay a holder a premium in the coin itself, on a coin kept anyway.

👉 https://t.co/nsfg4WoCsZ

[Halcyon Waters @Halcyon_Waters]

Are you trading crypto-options at @paradex, @DeribitOfficial, @ThalexGlobal. @DeriveXYZ?

4% of options traders know what they do. Are you just hoping for a decent gain? Think again.

Explore https://t.co/ZUWCQ07CGH 💯 🤙

[Halcyon Waters @Halcyon_Waters]

We shed some new light on vol for the end-of-the-weekend option trading:

Does Volatility Rise After a Deribit Options Expiry?

Full story: https://t.co/EVlDofjzKP

[Halcyon Waters @Halcyon_Waters]

@Melt_Dem Brilliant.

[Halcyon Waters @Halcyon_Waters]

We began our work on #Soundings, Issue 03 ⚠️
Available via email: Oct 7, 2026

Explore current Issues and sign up at 👉
https://t.co/VdKyBxAeEK

[Halcyon Waters @Halcyon_Waters]

When To Sell Crypto Volatility: Before Or After It Drops?

Full story 👉 https://t.co/lrh1VCIIfi

$BTC #volatility #options #crypto #bitcoin #Deribit #Thalex

[Thalex @ThalexGlobal]

BTC pumping while vol is still crushed.

30Oct 82k call is up >2x in two days, which was all delta and vega acting as a drag with the FOMC and Clarity event vol running out.

This gives you relatively cheap IV entries for the movement that's currently realizing.

If we test 83k and IV gets bid into resistance, the call pays twice: delta plus $110 per vol point per BTC.

Vega could pay for theta and put you in the comfortable position to ride an 83k breakout or take profit having enjoyed cheap carry.

[Halcyon Waters @Halcyon_Waters]

@mmmatt @minus1_12 You can also explore taker-flow corrected GEX at https://t.co/5FxWc0V2TH. This is estimated for Deribit options based on their tape.

[Halcyon Waters @Halcyon_Waters]

Halcyon Waters CEO will join #Bitcoin forces 💯

[Bitcoin Poland Conference | 5-6th October, Poznań @Bitcoin_Poland]

Speaker announcement 🎙️

Paweł Lachowicz will take the stage at Bitcoin Poland Conference 2026, joining the fireside chat

"Never Sell Your Bitcoin - Different Models for Growing Your Stack of Sats".

Lachowicz is the founder and CEO of @Halcyon_Waters , which licenses crypto options analytics built on the full Deribit book to trading desks and funds.

With a PhD in astrophysics and quantitative risk roles at HSBC and BNY Mellon behind him, he published a 2025 paper testing whether gamma walls actually move the bitcoin price.

🟠 Bitcoin Poland Conference x Invest Cuffs,
🗓️ 5 - 6 October 2026,
📍 Poznań.

One ticket. Two conferences.

Get yours here:
https://t.co/BvxNYDI3DB

[Hendrik Ghys @minus1_12]

Excited to kick off Theta Gang alongside @fiddybps1.

Options are finally having their moment in crypto.

But anyone learning them quickly faces the gap between understanding options and understanding how to trade them.

A big reason is the sheer amount of choice they present you with.

In the words of Sinclair: the great thing about options is that they give you so many degrees of freedom. The bad thing about options is that they give you so many degrees of freedom.

So our goal will be to help navigate this: talk to great traders, break down real trades, fight analysis paralysis, and give a sense of what “knowing enough” looks like when it's time to put on a trade.

[Halcyon Waters @Halcyon_Waters]

Block Trades Are Half of Bitcoin Options Volume on #Deribit

Full story: https://t.co/Q6Ty8zUKKV

@paradex @tradeparadigm @DeribitOfficial

[Halcyon Waters @Halcyon_Waters]

@oelreO It's not even American Airlines' plane...

[Halcyon Waters @Halcyon_Waters]

Does Max Pain Work for Deribit Options?

Full story 👉 https://t.co/4o1fXEjnIw

[Halcyon Waters @Halcyon_Waters]

When Is the Crypto Front-Week Actually Cheap?

Options traders read an inverted vol curve as a warning. Across 830 crypto days it was calm contango, not backwardation, that priced the front week best.

👉 https://t.co/LWyEJnVDQw

[Halcyon Waters @Halcyon_Waters]

@DeribitOfficial Options Execution Slippage: The Exit Costs More

Full story: https://t.co/6H4LSb5VMs

[Halcyon Waters @Halcyon_Waters]

React. Re-hedge. Rapidly.
#CayøLargo

[Halcyon Waters @Halcyon_Waters]

Dealer gamma is almost always inferred. We read it from who actually lifted the offer and today on BTC the sign comes out opposite at four strikes.