Samneet Chepal

Crypto derivatives quant researcher | Canadian CPL with Group 1 IFR

[Samneet Chepal @samchepal]

Overall, I'm quite interested to keep track of the evolution of on-chain asset management as more sophisticated players enter this space. This can unlock a large untapped pocket of retail liquidity that would otherwise be squandered away in degenerate bets 😂

[Samneet Chepal @samchepal]

Despite DeFi surging beyond $100B in TVL, many retail investors still miss out on professional-grade opportunities to make money in this space. @upshift_fi aims to change that by offering advanced on-chain strategies—powered by @august_digital's robust infrastructure to a wider audience.

[Samneet Chepal @samchepal]

For ETH-focused strategies, Upshift’s Kelp Gain Vault automates farming across L2s and protocols like @eigencloud. Depositing rsETH yields agETH, a receipt token that can be leveraged for other DeFi opportunities.

[Samneet Chepal @samchepal]

@SplitCapital @PaulSkallas I look forward to the day when Split Capital purchases a Global 7500 - then you can chill in the FBO lounge!

[Samneet Chepal @samchepal]

looking at individual maturities paints a different picture vs constant maturity 30dte. The reason is b/c const mat vols are interpolated and may miss out on underlying maturity dynamics. Everything post jan3 [16 dte] is pretty bullish for both btc + eth. note: skew defined here as 25delta put-call IV so negative values = boolish.

[Amberdata @Amberdataio]

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📅 Dec 5, 2024
⏳ 1 PM EST

This webinar focused on trading insights amidst the adoption of altcoins exploring the latest in crypto volatility trading including trading unique options on DeFi platforms like @derivexyz.

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And YES, memecoin options are a topic!

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[Samneet Chepal @samchepal]

9. Would be happy to get some thoughts + insights from the pros: @RichardByworth @dgt10011 @dotkrueger @dampedspring

[Samneet Chepal @samchepal]

1. MSTR is in the business of selling credit investors volatility. As long as MSTR’s stock vol remains high these investors are happy - the stock just needs to move!

[Samneet Chepal @samchepal]

8. Some good resources which helped me during this research:

https://t.co/P3AbbFRowt

https://t.co/D6u95fzxQ9

h/t @MMeldrumDotCom : https://t.co/inHDA3K0SR

https://t.co/MYMsWxMvW9

[Samneet Chepal @samchepal]

Pretty wild to see such a large OI buildup in deep OTM $MSTR calls for expiries < year-end. People with ITM calls probably seeking to recycle capital into higher OTM strikes. Just based on today’s options flows it’s pretty surprising to see the volumes in these yolo calls hah